On the L^∞-uniqueness of multidimensional Nelson’s diffusion


Lemle, Ludovic Dan


Abstract

carpathian_2014_30_2_209_215_abstract

In this paper we study the uniqueness in the sense of the essential self-adjointness for the generator of Nelson’s diffusion on L^\infty. As consequence it is obtained the L^1-uniqueness of weak solutions for the associated Fokker-Planck-Kolmogorov equation.

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Author(s)

Lemle, Ludovic Dan