All ebooks by Gerald Trutnau in PDF and EPUB
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All ebooks by Gerald Trutnau in PDF and EPUB


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


Haesung Lee , Wilhelm Stannat , Gerald Trutnau


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. Regularity theory of partial differential equations is...

Publication date: 2022-08-27
Format: PDF, ePub
Publisher: Springer
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£49,99

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