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.
Produktkennzeichnungen
ISBN-10
3540240071
ISBN-13
9783540240075
eBay Product ID (ePID)
45320176
Produkt Hauptmerkmale
Produktart
Lehrbuch
Sprache
Englisch
Anzahl der Seiten
Viii Seiten
Verlag
Springer-Verlag Gmbh, Springer Berlin
Publikationsname
Singular Stochastic Differential Equations
Autor
Alexander S. Cherny
Format
Taschenbuch
Erscheinungsjahr
2004
Zusätzliche Produkteigenschaften
Hörbuch
No
Inhaltsbeschreibung
Book
Item Length
23cm
Item Height
9mm
Item Width
15cm
Nummer Innerhalb der Serie
1858
Mitautor
Hans-Jürgen Engelbert
Buchreihe
Lecture Notes in Mathematics
Item Weight
215g
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