LIBROS DEL AUTOR: gerald trutnau

2 resultados para LIBROS DEL AUTOR: gerald trutnau

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  • Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
    Gerald Trutnau / Haesung Lee / Wilhelm Stannat
    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 applied to construct such solutions and to obtain strong Feller properties, irreducibility, Krylov-type estimates, mom...
    Disponible

    60,84 €

  • Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
    Gerald Trutnau / Haesung Lee / Wilhelm Stannat
    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 applied to construct such solutions and to obtain strong Feller properties, irreducibility, Krylov-type estimates, mom...
    Disponible

    48,55 €