A certain class of diffusion processes associated with nonlinear parabolic equations

Tadahisa Funaki

doi:10.1007/BF00535008

A certain class of diffusion processes associated with nonlinear parabolic equations

Tadahisa Funaki

Research output: Contribution to journal › Article

62 Citations (Scopus)

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
Pages (from-to)	331-348
Number of pages	18
Journal	Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
Volume	67
Issue number	3
DOIs	https://doi.org/10.1007/BF00535008
Publication status	Published - 1984 Sep 1
Externally published	Yes

ASJC Scopus subject areas

Analysis
Statistics and Probability
Mathematics(all)

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10.1007/BF00535008

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Funaki, T. (1984). A certain class of diffusion processes associated with nonlinear parabolic equations. Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, 67(3), 331-348. https://doi.org/10.1007/BF00535008

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