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Singular Time-Homogeneous Ito Equations and PDEs - Mathematical Surveys and Monographs N. V. Krylov
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Singular Time-Homogeneous Ito Equations and PDEs - Mathematical Surveys and Monographs
N. V. Krylov
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.
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2026. gada 11. augusts |
| ISBN13 | 9781470485436 |
| Izdevēji | American Mathematical Society |
| Lapas | 255 |
| Izmēri | 150 × 220 × 10 mm · 512 g (Svars (aptuveni)) |