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

Häftad, Engelska, 2022

AvHaesung Lee,Wilhelm Stannat,Gerald Trutnau

409 kr

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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.

Produktinformation

Utgivningsdatum2022-08-28
Mått155 x 235 x 9 mm
Vikt230 g
FormatHäftad
SpråkEngelska
SerieSpringerBriefs in Probability and Mathematical Statistics
Antal sidor126
FörlagSpringer Verlag, Singapore
ISBN9789811938306

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“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)