Titlebook: Analytic Theory of It?-Stochastic Differential Equations with Non-smooth Coefficients; Haesung Lee,Wilhelm Stannat,Gerald Trutnau Book 202

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單色

https://doi.org/10.1007/978-981-19-3831-3It?-stochastic differential equations; Regularity theory for elliptic partial differential equations;

PAEAN

978-981-19-3830-6The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapor

改進(jìn)

Morsel

Discrete Mathematics Using a ComputerIn this book, we studied the existence, uniqueness and stability of solutions to It? SDEs with non-smooth coefficients, using functional analysis, PDE-techniques and stochastic analysis.

reception

Stochastic Differential Equations,In Sect. 3.1 we show that the regularized semigroup (..). from Theorem . and (.) determines the transition semigroup of a Hunt process (..). with nice sample paths and that (..). determines its resolvent.

insincerity

Conclusion and Outlook,In this book, we studied the existence, uniqueness and stability of solutions to It? SDEs with non-smooth coefficients, using functional analysis, PDE-techniques and stochastic analysis.