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Analytic Theory Of Ito-Stochastic Differential Equations With Non-Smooth Coefficients

by Wilhelm Stannat, Gerald Trutnau e Haesung Lee
language: english
Publisher: SPRINGER VERLAG, SINGAPORE, August of 2022 ‧
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Given such a weight and semigroup, one can construct and further analyze in detail a weak solution to the stochastic differential equation combining variational techniques, regularity theory for partial differential equations, potential, and generalized Dirichlet form theory.

Analytic Theory Of Ito-Stochastic Differential Equations With Non-Smooth Coefficients

by Wilhelm Stannat, Gerald Trutnau e Haesung Lee

Property Description
ISBN: 9789811938306
Publisher: SPRINGER VERLAG, SINGAPORE
Release Date: August of 2022
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 126
Format: Book
Collection: Springerbriefs In Probability And Mathematical Statistics
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9789811938306