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

Discover the intricate world of stochastic processes with "Analytic Theory of Ito-Stochastic Differential Equations with Non-smooth Coefficients" by Haesung Lee. Published in 2022 by Springer Verlag, this insightful paperback spans 126 pages and offers a comprehensive exploration of weak solutions to stochastic differential equations. The author skillfully integrates variational techniques, regularity theory for partial differential equations, and the principles of potential and generalized Dirichlet form theory. This first edition is an essential resource for researchers and practitioners looking to deepen their understanding of non-smooth coefficients in stochastic differential equations. Enhance your knowledge and analytical skills with this valuable addition to your library.