Haesung Lee – författare

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2 produkter

1. 

   Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients

   Av Haesung Lee, Wilhelm Stannat m. fl.

   Häftad, 2022

   607 kr

   Lägg i varukorg

   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 …

2. 

   Analytic Theory of Ito-Stochastic Differential Equations with Non-smooth Coefficients

   Av Gerald Trutnau, Wilhelm Stannat m. fl.

   E-bok, 2022

   815 kr

   Lägg i varukorg

   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 …