40 citations · 112 across the 12 of their papers we have counts for
Showing 2012 · math.PRShow all
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math.PR2012★ 15 cited
On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Ito processes
Paul M. N. Feehan, Camelia Pop
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve thre…
math.PR2012★ 11 cited
Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with Dirichlet boundary conditions
Paul M. N. Feehan, Camelia Pop
We prove existence and uniqueness of stochastic representations for solutions to elliptic and parabolic boundary value and obstacle problems associated with a degenerate Markov dif…