Uniqueness for Diffusions with Piecewise Constant Coefficients
نویسندگان
چکیده
Let L be a second-order partial differential operator in R e. Let R e be the finite union of disjoint polyhedra. Suppose that the diffusion matrix is everywhere non singular and constant on each polyhedron, and that the drift coefficient is bounded and measurable. We show that the martingale problem associated with L is well-posed.
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