The Probabilistic Solution of the Dirichlet Problem for Degenerate Elliptic Equations
Volume 54 / 2006
Bulletin Polish Acad. Sci. Math. 54 (2006), 163-174
MSC: 60J45, 35J30.
DOI: 10.4064/ba54-2-8
Abstract
We study the Dirichlet problem for degenerate elliptic equations, and show that the probabilistic solution is a unique viscosity solution.