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

Available
0
StarStarStarStarStar
0Reviews
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 locally integrable drift. Regularity theory of partial differential equations is applied to construct such solutions and to obtain strong Feller properties, irreducibility, Krylov-type estimates, moment inequalities, va...
Read more
E-book
epub
Price
49.99 £
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 locally integrable drift. Regularity theory of partial differential equations is applied to construct such solutions and to obtain strong Feller properties, irreducibility, Krylov-type estimates, moment inequalities, va...
Read more
Follow the Author

Options

  • Formats: epub
  • ISBN: 9789811938313
  • Publication Date: 27 Aug 2022
  • Publisher: Springer Nature Singapore
  • Product language: English
  • Drm Setting: DRM