Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
Livre Ecrit par: Stannat, Wilhelm ; Trutnau, Gerald ; Lee, Haesung ; Publié en: 2022
Edition:
Singapore:
Springer
Langue:
Anglais
Collation:
1 Vol. (XV, 126 p.) ill.
ISBN: 9789811938313
Thème
Mathématiques
Mots clés:
Krylov estimates
Itô-stochastic differential equations
Regularity theory for elliptic partial differential equations
Global uniqueness of solutions of Itô-SDE
Long-time behavior of solutions
