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^*

^*この研究の対応する著者

研究成果: Article › 査読

92 被引用数 (Scopus)

抄録

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.

本文言語	English
ページ（範囲）	331-348
ページ数	18
ジャーナル	Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
巻	67
号	3
DOI	https://doi.org/10.1007/BF00535008
出版ステータス	Published - 1984 9月 1
外部発表	はい

ASJC Scopus subject areas

分析
統計学および確率
数学 (全般)

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10.1007/BF00535008

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A certain class of diffusion processes associated with nonlinear parabolic equations

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