Singular Stochastic Differential Equations - Lecture Notes in Mathematics - Alexander S. Cherny - Bøker - Springer-Verlag Berlin and Heidelberg Gm - 9783540240075 - 2. desember 2004
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Singular Stochastic Differential Equations - Lecture Notes in Mathematics 2005 edition

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The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.


128 pages, biography

Media Bøker     Pocketbok   (Bok med mykt omslag og limt rygg)
Utgitt 2. desember 2004
ISBN13 9783540240075
Utgivere Springer-Verlag Berlin and Heidelberg Gm
Antall sider 128
Mål 156 × 234 × 7 mm   ·   204 g
Språk Engelsk   Tysk  

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