A certain class of diffusion processes associated with nonlinear parabolic equations

  • Tadahisa Funaki
Article

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.

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Copyright information

© Springer-Verlag 1984

Authors and Affiliations

  • Tadahisa Funaki
    • 1
  1. 1.Department of Mathematics, Faculty of ScienceNagoya UniversityNagoyaJapan

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