Use an exponential perturbation whose image under is strictly positive everywhere. The coefficient is bounded on the closed disk; put and choose , . For ,
Consequently satisfies . Part (i) applies, so for every ,
Letting gives
Thus the maximum is attained on the boundary also when . This is the exponential perturbation proof of the weak maximum principle with drift. It does not require differentiating the continuous coefficients .

Articles by others on the same topic (0)

There are currently no matching articles.