Singular time-homogeneous ito equations and pdes
Auteur :
Krylov, N. V.
Éditeur :
American Mathematical Society
ISBN :
9781470485436
Date de publication :
11 août 2026
Dimensions :
25,4 x 17,8 cm
Langue :
Anglais
Pays d'origine :
USA
Delving into stochastic Ito equations with singular deterministic drifts, the study examines second-order elliptic and parabolic equations by employing Morrey spaces to tackle highly singular coefficients. It investigates related Markov diffusion processes, establishing crucial estimates, inequalities, and conditions for unique Ito solutions.