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Télécharger le livre : Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
Haesung Lee , Wilhelm Stannat , Gerald Trutnau
Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
This book provides analytic tools to describe local and global behavior of solutions to Itô-stochastic differential equations with non-degenerate Sobolev diffusion coefficients and locally integrable drift. Regularity theory of partial differential equations is...
Editeur : Springer
Parution : 2022-08-27
Collection : SpringerBriefs in Probability and Mathematical Statistics
Format(s) : PDF, ePub
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