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Analytic Theory of Ito-Stochastic Differential Equations with Non-smooth Coefficients - SpringerBriefs in Probability and Mathematical Statistics Haesung Lee 1st ed. 2022 edition
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Analytic Theory of Ito-Stochastic Differential Equations with Non-smooth Coefficients - SpringerBriefs in Probability and Mathematical Statistics
Haesung Lee
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.
126 pages, 1 Illustrations, black and white; XV, 126 p. 1 illus.; 1 Illustrations, black and white;
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 28 de agosto de 2022 |
| ISBN13 | 9789811938306 |
| Editores | Springer Verlag, Singapore |
| Páginas | 126 |
| Dimensiones | 150 × 220 × 10 mm · 232 g |
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