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Boekhandel Douwes Den Haag

Mathematical Surveys and Monographs

Singular Time-Homogeneous Ito Equations and PDEs

N. V. Krylov

Singular Time-Homogeneous Ito Equations and PDEs

Mathematical Surveys and Monographs

Singular Time-Homogeneous Ito Equations and PDEs

Mathematical Surveys and Monographs: Singular Time-Homogeneous Ito Equations and PDEs

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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.

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Beschrijving Mathematical Surveys and Monographs: Singular Time-Homogeneous Ito Equations and PDEs

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.

ISBN
9781470485436
Pagina's
255
Verschenen
Serie
Mathematical Surveys and Monographs
Rubriek
Wiskunde algemeen
Druk
1
Uitvoering
Paperback
Taal
Engels
Uitgever
American Mathematical Society

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