| 期刊全称 | Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients | | 影响因子2023 | Haesung Lee,Wilhelm Stannat,Gerald Trutnau | | 视频video | | | 发行地址 | Presents local and global properties of stochastic differential equations under minimal assumptions (state of the art).Shows the missing link between regularity theory of partial differential equation | | 学科分类 | SpringerBriefs in Probability and Mathematical Statistics | | 图书封面 |  | | 影响因子 | 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, moment inequalities, various types of non-explosion criteria, and long time behavior, e.g., transience, recurrence, and convergence to stationarity. .The approach is based on the realization of the transition semigroup associated with the solution of a stochastic differential equation as a strongly continuous semigroup in the .L.p.-space with respect to a weight that plays the role of a sub-stationary or stationary density. This way we obtain in particular a rigorous functional analytic description of the generator of the solution of a stochastic differential equation and its full domain. The existence of such a weight is shown under broad assumptions on the coefficients. A remarkable fact is that although the weight may not be unique, many important results are independent of it. .Given such a weight and semigr | | Pindex | Book 2022 |
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发表于 2025-3-21 17:07:43
