TY  - BOOK
AU  - Cherny,Alexander S.
AU  - Engelbert,Hans Jürgen
TI  - Singular stochastic differential equations
T2  - Lecture notes in mathematics,
SN  - 9783540315605
AV  - QA274.23 .C44 2005eb
U1  - 519.2 22
PY  - 2005///
CY  - Berlin
PB  - Springer
KW  - Stochastic differential equations
KW  - Distribution (Probability theory)
KW  - Équations différentielles stochastiques
KW  - Distribution (Théorie des probabilités)
KW  - distribution (statistics-related concept)
KW  - aat
KW  - Distribución (Teoría de probabilidades)
KW  - embne
KW  - Ecuaciones diferenciales estocásticas
KW  - embucm
KW  - fast
KW  - Stochastische differentiaalvergelijkingen
KW  - gtt
KW  - Équation différentielle stochastique
KW  - rasuqam
N1  - 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
N2  - "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
UR  - https://link-springer-com.libraryproxy.ist.ac.at/10.1007/b104187
ER  -