The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients (Q5085841)
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scientific article; zbMATH DE number 7550690
Language | Label | Description | Also known as |
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English | The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients |
scientific article; zbMATH DE number 7550690 |
Statements
The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients (English)
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30 June 2022
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stochastic differential equation
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Osgood and Sobolev condition
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DiPerna-Lions theory
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Fokker-Planck equation
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stochastic flow
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