The Martingale Problem for a Differential Operator with Piecewise Continuous Coefficients
Author:
Publisher
Birkhäuser Boston
Link
http://link.springer.com/content/pdf/10.1007/978-1-4612-0339-1_6.pdf
Reference10 articles.
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3. R.F. Bass and E. Pardoux: Uniqueness for Diffusions with Piece-wise Constant Coefficients. Probability Theory and Related Fields. 76. (1987),557–572.
4. D. Gilbarg, N.S.Trudinger: Elliptic Partial Differential Equations of Second Order. 2nd.ed. Springer. New York 1983.
5. N. Ikeda, S. Watanabe: Stochastic Differential Equations and Diffusion Processes, North Holland/Kodansha, 1981
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