Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
نویسندگان
چکیده
This book shows the missing link between regularity theory of partial differential equations and stochastic equations.
منابع مشابه
strong approximation for itô stochastic differential equations
in this paper, a class of semi-implicit two-stage stochastic runge-kutta methods (srks) of strong global order one, with minimum principal error constants are given. these methods are applied to solve itô stochastic differential equations (sdes) with a wiener process. the efficiency of this method with respect to explicit two-stage itô runge-kutta methods (irks), it method, milstien method, sem...
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ژورنال
عنوان ژورنال: SpringerBriefs in probability and mathematical statistics
سال: 2022
ISSN: ['2365-4341', '2365-4333']
DOI: https://doi.org/10.1007/978-981-19-3831-3