Singular stochastic differential equations /
Cherny, Alexander S.
Singular stochastic differential equations / Alexander S. Cherny, Hans-Jürgen Engelbert. - Berlin : Springer, 2005. - 1 online resource (viii, 128 pages) : illustrations - Lecture notes in mathematics, 1858 0075-8434 ; . - Lecture notes in mathematics (Springer-Verlag) ; 1858. .
Includes bibliographical references (pages 119-121)-and indexes.
Introduction -- 1. Stochastic Differential Equations -- 2. One-Sided Classification of Isolated Singular Points -- 3. Two-Sided Classification of Isolated Singular Points -- 4. Classification at Infinity and Global Solutions -- 5. Several Special Cases -- Appendix A: Some Known Facts -- Appendix B: Some Auxiliary Lemmas -- Rferences -- Index of Notation -- Index of Terms.
"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."--Jacket
9783540315605 3540315608 3540240071 9783540240075 9788354031567 835403156X
10.1007/b104187 doi
978-3-540-24007-5 Springer http://www.springerlink.com
GBA503571 bnb
97265075X DE-101 013063295 Uk
Stochastic differential equations.
Distribution (Probability theory)
Équations différentielles stochastiques.
Distribution (Théorie des probabilités)
distribution (statistics-related concept)
Distribución (Teoría de probabilidades)
Ecuaciones diferenciales estocásticas
Stochastic differential equations
Stochastische differentiaalvergelijkingen.
Équation différentielle stochastique.
QA274.23 / .C44 2005eb
519.2
Singular stochastic differential equations / Alexander S. Cherny, Hans-Jürgen Engelbert. - Berlin : Springer, 2005. - 1 online resource (viii, 128 pages) : illustrations - Lecture notes in mathematics, 1858 0075-8434 ; . - Lecture notes in mathematics (Springer-Verlag) ; 1858. .
Includes bibliographical references (pages 119-121)-and indexes.
Introduction -- 1. Stochastic Differential Equations -- 2. One-Sided Classification of Isolated Singular Points -- 3. Two-Sided Classification of Isolated Singular Points -- 4. Classification at Infinity and Global Solutions -- 5. Several Special Cases -- Appendix A: Some Known Facts -- Appendix B: Some Auxiliary Lemmas -- Rferences -- Index of Notation -- Index of Terms.
"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."--Jacket
9783540315605 3540315608 3540240071 9783540240075 9788354031567 835403156X
10.1007/b104187 doi
978-3-540-24007-5 Springer http://www.springerlink.com
GBA503571 bnb
97265075X DE-101 013063295 Uk
Stochastic differential equations.
Distribution (Probability theory)
Équations différentielles stochastiques.
Distribution (Théorie des probabilités)
distribution (statistics-related concept)
Distribución (Teoría de probabilidades)
Ecuaciones diferenciales estocásticas
Stochastic differential equations
Stochastische differentiaalvergelijkingen.
Équation différentielle stochastique.
QA274.23 / .C44 2005eb
519.2