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

By: Haesung Lee (Author) , Wilhelm Stannat (Author) , Gerald Trutnau (Author)

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Ksh 8,650.00

Format: Paperback or Softback

ISBN-13: 9789811938306

Publisher: Springer Verlag, Singapore

Publication Date: Aug 28th, 2022

Dimension: 23.50 x 15.50 x 23.20 cms

Category: Real analysis, real variables

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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.

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