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Singular Stochastic Differential Equations: 1858 (Lecture Notes in Mathematics, 1858) - Tapa blanda

Cherny, Alexander S.

 
9783540240075: Singular Stochastic Differential Equations: 1858 (Lecture Notes in Mathematics, 1858)
Tapa blanda
ISBN 10: 3540240071 ISBN 13: 9783540240075
Editorial: Springer Berlin Heidelberg, 2008

Sinopsis

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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De la contraportada

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer Berlin Heidelberg
Año de publicación
2008
Idioma
Inglés
ISBN 10 
3540240071
ISBN 13 
9783540240075
Encuadernación
Tapa blanda
Número de páginas
140
Contacto del fabricante
no disponible
Persona responsable
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