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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

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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.
Upplaga
1st ed. 2022
ISBN
9789811938306
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2022-08-28
Sidor
126