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Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
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This book provides analytic tools to describe local and global behavior of solutions to Itô-stochastic differential equations with non-degenerate Sobolev diffusion coefficients and locally integrable drift.
This book provides analytic tools to describe local and global behavior of solutions to Itô-stochastic differential equations with non-degenerate Sobolev diffusion coefficients and locally integrable drift.
Additional information
| Book Format | Hardcover, Softcover |
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Book information
Edition
1st Edition
ISBN [Softcover]
9789811938306
Publisher
Springer
Year
2022
Pages
XV, 126 p.
Series Title
SpringerBriefs in Probability and Mathematical Statistics
Language
English

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