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Analytic Theory of Ito-Stochastic Differential Equations with Non-smooth Coefficients
E-bok,
2022,
Engelska,
ISBN 9789811938313
This book provides analytic tools to describe local and global behavior of solutions to Ito-stochastic differential equations with non-degenerate Sobolev diffusion coefficients and …
Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
häftad,
2022,
Engelska,
ISBN 9789811938306
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 …