Analytic Theory of Ito-Stochastic Differential Equations with Non-smooth Coefficients
portes grátis
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
Descrição não disponível.
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
Chapter 1. Introduction.- Chapter 2. The abstract Cauchy problem in Lr-spaces with weights.- Chapter 3.Stochastic differential equations.- Chapter 4. Conclusion and outlook.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.