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Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations
Arnulf Jentzen
:
The Chinese University of Hong Kong, Shenzhen, People’s Republic of China and University of Münster, Münster, Germany
| Softcover ISBN: | 978-1-4704-6701-2 |
| Product Code: | MEMO/296/1481 |
| List Price: | $85.00 |
| MAA Member Price: | $76.50 |
| AMS Member Price: | $68.00 |
| eBook ISBN: | 978-1-4704-7818-6 |
| Product Code: | MEMO/296/1481.E |
| List Price: | $85.00 |
| MAA Member Price: | $76.50 |
| AMS Member Price: | $68.00 |
| Softcover ISBN: | 978-1-4704-6701-2 |
| eBook: ISBN: | 978-1-4704-7818-6 |
| Product Code: | MEMO/296/1481.B |
| List Price: | $170.00 $127.50 |
| MAA Member Price: | $153.00 $114.75 |
| AMS Member Price: | $136.00 $102.00 |
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Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations
Arnulf Jentzen
:
The Chinese University of Hong Kong, Shenzhen, People’s Republic of China and University of Münster, Münster, Germany
| Softcover ISBN: | 978-1-4704-6701-2 |
| Product Code: | MEMO/296/1481 |
| List Price: | $85.00 |
| MAA Member Price: | $76.50 |
| AMS Member Price: | $68.00 |
| eBook ISBN: | 978-1-4704-7818-6 |
| Product Code: | MEMO/296/1481.E |
| List Price: | $85.00 |
| MAA Member Price: | $76.50 |
| AMS Member Price: | $68.00 |
| Softcover ISBN: | 978-1-4704-6701-2 |
| eBook ISBN: | 978-1-4704-7818-6 |
| Product Code: | MEMO/296/1481.B |
| List Price: | $170.00 $127.50 |
| MAA Member Price: | $153.00 $114.75 |
| AMS Member Price: | $136.00 $102.00 |
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Book DetailsMemoirs of the American Mathematical SocietyVolume: 296; 2024; 90 ppMSC: Primary 60
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Table of Contents
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Chapters
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1. Introduction
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2. Strong stability analysis for solutions of SDEs
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3. Strong completeness of SDEs
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4. Examples of SODEs
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5. Examples of SPDEs
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Additional Material
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RequestsReview Copy – for publishers of book reviewsAccessibility – to request an alternate format of an AMS title
- Book Details
- Table of Contents
- Additional Material
- Requests
Volume: 296; 2024; 90 pp
MSC: Primary 60
-
Chapters
-
1. Introduction
-
2. Strong stability analysis for solutions of SDEs
-
3. Strong completeness of SDEs
-
4. Examples of SODEs
-
5. Examples of SPDEs
Review Copy – for publishers of book reviews
Accessibility – to request an alternate format of an AMS title
Please select which format for which you are requesting permissions.