Singular Stochastic Differential Equations

Name: Singular Stochastic Differential Equations
Brand: Springer, Berlin
SKU: 9783540240075
Price: 236.46 RON
Availability: InStock

Autor: Alexander S. Cherny, Hans-Jürgen Engelbert

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Legare: Carte broșată

Editura: Springer, Berlin

Disponibilitate: În depozitul extern

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The authors introduce, in this research monograph on stochastic differential equations, a class of p...

Informații despre carte

Autor

Alexander S. Cherny, Hans-Jürgen Engelbert

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2004

Pagini

128

EAN

9783540240075

ISBN

3540240071

Enbook ID

01560136

Editura

Springer, Berlin

Greutate

244

Dimensiuni

156 x 234 x 7

Descriere completă

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.

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Singular Stochastic Differential Equations

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