Télécharger le livre :  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. Regularity theory of partial differential equations is...

Editeur : Springer
Parution : 2022-08-27
Collection : SpringerBriefs in Probability and Mathematical Statistics
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