Abstract
We introduce a martingale problem to associate diffusion processes with a kind of nonlinear parabolic equation. Then we show the existence and uniqueness theorems for solutions to the martingale problem.
Original language | English |
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Pages (from-to) | 331-348 |
Number of pages | 18 |
Journal | Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete |
Volume | 67 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1984 Sep 1 |
Externally published | Yes |
ASJC Scopus subject areas
- Analysis
- Statistics and Probability
- Mathematics(all)