Analytic Theory of Ito-Stochastic Differential Equations with Non-smooth Coefficients

Analytic Theory of Ito-Stochastic Differential Equations with Non-smooth Coefficients

Lee, Haesung; Trutnau, Gerald; Stannat, Wilhelm

Springer Verlag, Singapore

08/2022

126

Mole

Inglês

9789811938306

15 a 20 dias

232

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Chapter 1. Introduction.- Chapter 2. The abstract Cauchy problem in Lr-spaces with weights.- Chapter 3.Stochastic differential equations.- Chapter 4. Conclusion and outlook.
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Ito-stochastic differential equations;Regularity theory for elliptic partial differential equations;Global uniqueness of solutions of Ito-SDE;Long-time behavior of solutions;Krylov estimates