| 期刊全稱 | Analytic Theory of It?-Stochastic Differential Equations with Non-smooth Coefficients | | 影響因子2023 | Haesung Lee,Wilhelm Stannat,Gerald Trutnau | | 視頻video | http://file.papertrans.cn/157/156554/156554.mp4 | | 發(fā)行地址 | Presents local and global properties of stochastic differential equations under minimal assumptions (state of the art).Shows the missing link between regularity theory of partial differential equation | | 學科分類 | SpringerBriefs in Probability and Mathematical Statistics | | 圖書封面 |  | | 影響因子 | This book provides analytic tools to describe local and global behavior of solutions to It?-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, various types of non-explosion criteria, and long time behavior, e.g., transience, recurrence, and convergence to stationarity.?.The approach is based on the realization of the transition semigroup associated with the solution of a stochastic differential equation as a strongly continuous semigroup in the?.L.p.-space with respect to a weight that plays the role of a sub-stationary or stationary density. This way we obtain in particular a rigorous functional analytic description of the generator of the solution of a stochastic differential equation and its full domain. The existence of such a weight is shown under broad assumptions on the coefficients. A remarkable fact is that although the weight may not be unique, many important results are independent of it.?.Given such a weight and semigr | | Pindex | Book 2022 |
The information of publication is updating
|
|
|Archiver|手機版|小黑屋|
派博傳思國際
( 京公網(wǎng)安備110108008328)
GMT+8, 2026-1-19 01:15
發(fā)表于 2025-3-21 17:07:43
