Local Lipschitz Continuity in the Initial Value and Strong Completenessfor Nonlinear Stochastic Differential Equations

AMERICAN MATHEMATICAL SOCIETYISBN: 9781470467012

Price:
Sale price$219.00
Stock:
Out of Stock - Available to backorder

By Sonja Cox, Martin Hutzenthaler, Arnulf Jentzen
Imprint:
AMERICAN MATHEMATICAL SOCIETY
Release Date:
Format:
PAPERBACK
Pages:
90

Request Academic Copy

Button Actions

Please copy the ISBN for submitting review copy form

Description

Sonja Cox, University of Amsterdam, The Netherlands, Martin Hutzenthaler, University of Duisburg-Essen, Germany, and Arnulf Jentzen, The Chinese University of Hong Kong, Shenzhen, People's Republic of China, and University of Munster, Germany.

1. Introduction 2. Strong stability analysis for solutions of SDEs 3. Strong completeness of SDEs 4. Examples of SODEs 5. Examples of SPDEs

You may also like

Recently viewed