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Regularity Theory and Stochastic Flows for Parabolic Spdes, Hardcover by Flandoli, Franco, ISBN 2884490450, ISBN-13 9782884490450, Brand New, Free shipping in the US
This volume considers the regularity theory of solutions to stochastic differential equations, and the existence of stochastic flows, Regularity properties are one of the main tools for the analysis of stochastic flows, and this book aims to review and improve recent results in these related fields. It comprises an introductory review section, followed by treatment of the problem of regularity of solutions, and an extensive study of regularity results for both homogeneous and non-homogeneous boundary value problems. Finally, the existence of stochastic flows for abstract and concrete parabolic equations in bounded domains is discussed, incorporating a novel method of transposition. It is hoped that this volume will provide an account of regularity results that will be used as a textbook and as reference by graduate students and researchers working on probability theory and stochastic processes, and on stochastic partial differential equations.
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