小教堂 发表于 2025-3-25 04:17:11
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Stochastic Differential Equations with Discontinuous Drifteled with stochastic differential equations in ℝ. or in ., .>1. One wishes to know if a solution exists and determine its state space. For example, it may be interesting if the solution is in ... However, we consider models where the drift coefficient is not continuous on ... This complication, togeLargess 发表于 2025-3-25 13:38:29
Stability Theory for Strong and Mild Solutionssatisfies the following condition (a) ., with ., for .>0, if and only if, there exists a positive definite matrix . satisfying two conditions: (i) ., ., ., and (ii) ...+.=−.. The infinite dimensional analogue of this theorem is given by Datko. However, in this case the operator . does not satisfy thBereavement 发表于 2025-3-25 19:53:07
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Partial Differential Equations as Equations in Infinite Dimensionsce . to its range .., the continuous dual of ., where the equation is defined. However, the initial condition is in a Hilbert space ., with .↪.↪.., where the embeddings are dense and continuous. This approach requires a condition of coercivity to bring the solution at time .>0 into ., the space of tbrother 发表于 2025-3-26 12:18:09
Stochastic Calculusnified approach to stochastic integration with respect to cylindrical and Hilbert space valued Wiener processes allowed us to present the Stochastic Fubini Theorem and the Itô Formula in both cases in an almost identical way.令人不快 发表于 2025-3-26 15:56:23
Stochastic Differential Equationse, we discuss the Markov property, dependence of the solution on the initial condition, including differentiability, and the Kolmogorov backward equation. We also study SSDE’s with continuous coefficients, and present an existence result for martingale solutions, but due to the failure of the Peano谁在削木头 发表于 2025-3-26 16:55:18
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