Analytic theory of itô-stochastic differential equations with non-smooth coefficients
Auteur :
Lee, Haesung / Stannat, Wilhelm / Trutnau, Gerald
Éditeur :
Springer Verlag, Singapore
ISBN :
9789811938306
Date de publication :
28 août 2022
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Singapour
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.