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Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
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Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients

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.
Painos
1st ed. 2022
ISBN
9789811938306
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
28.8.2022
Sivumäärä
126