Singular Stochastic Differential Equations - Lecture Notes in Mathematics - Alexander S. Cherny - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540240075 - December 2, 2004
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Alexander S. Cherny
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 Books     Paperback Book   (Book with soft cover and glued back)
Released December 2, 2004
ISBN13 9783540240075
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 128
Dimensions 156 × 234 × 7 mm   ·   204 g
Language English   German  

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