On weak uniqueness for some diffusions with discontinuous coefficients

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Abstract

Several situations when one can prove weak uniqueness of solutions of Itô equations with discontinuous or/and degenerate coefficients are presented. In particular, the cases are considered in which the set of discontinuity is a cone, or a straight line, or else a discrete set of points. © 2004 Elsevier B.V. All rights reserved.

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Krylov, N. V. (2004). On weak uniqueness for some diffusions with discontinuous coefficients. Stochastic Processes and Their Applications, 113(1), 37–64. https://doi.org/10.1016/j.spa.2004.03.012

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