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

Dr. Haesung Lee is working at Department of Mathematics and Computer Science, Korea Science Academy of KAIST.Professor Wilhelm Stannat is working at Institut für Mathematik, Technische Universität Berlin. Professor Gerald Trutnau is a full-professor at Department of Mathematical Sciences, Seoul National University.

• Chapter 1. Introduction.- Chapter 2. The abstract Cauchy problem in Lr-spaces with weights.- Chapter 3.Stochastic differential equations.- Chapter 4. Conclusion and outlook.

“The book is well and precisely written, with many details, comments, explanations, and historical remarks. In my opinion, the monograph should be very interesting for people working on stochastic differential equations and their applications.” (Anna Karczewska, zbMATH 1514.60003, 2023)“It is a research monograph rich in new results; moreover, it is carefully written, many arguments are given in detail, comparison with available results is provided and attention is paid to motivating all steps well. So for a reader with a sufficient background in the theory of semigroups, Dirichlet forms and stochastic analysis, the book may serve as a welcome introduction to the field of analytic methods in stochastic analysis.” (Jan I. Seidler, Mathematical Reviews, July,2023)