A certain class of diffusion processes associated with nonlinear parabolic equations |
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| Authors: | Tadahisa Funaki |
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| Affiliation: | (1) Department of Mathematics, Faculty of Science, Nagoya University, 464 Nagoya, Japan |
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| Abstract: | ![]()
Summary 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.Research partially supported by the Air Force Office of Scientific Research Contract No. F4962082C0009 |
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