Stochastic representation and singularities of solutions of second order equations with semidefinite characteristic form
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- by Kazuo Amano PDF
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Abstract:
In the theory of partial differential equations, there is no explicit representation of solutions for general degenerate elliptic-parabolic equations. However, Stroock and Varadhan [15] have obtained a stochastic representation for such a wider class of equations in ${L^\infty }$ space. In this paper we establish, by using Stroock and Varadhan’s stochastic representation, a method which enables us to construct solutions with singularities of second order equations with semidefinite characteristic form. Our theorems are not probabilistic paraphrases of the results obtained in the theory of partial differential equations. In fact, each assumption of the theorems is much weaker than any assumption of corresponding known results.References
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Additional Information
- © Copyright 1984 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 286 (1984), 295-312
- MSC: Primary 35H05; Secondary 35J70, 60J60
- DOI: https://doi.org/10.1090/S0002-9947-1984-0756041-3
- MathSciNet review: 756041