Singular Stochastic Differential Equations
(Sprache: Englisch)
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)...
Leider schon ausverkauft
versandkostenfrei
Buch
54.99 €
27 DeutschlandCard Punkte
sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenlose Rücksendung
- Ratenzahlung möglich
Produktdetails
Produktinformationen zu „Singular Stochastic Differential Equations “
Klappentext zu „Singular Stochastic Differential Equations “
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.
Inhaltsverzeichnis zu „Singular Stochastic Differential Equations “
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.
Bibliographische Angaben
- Autoren: Alexander S. Cherny , Hans-Jürgen Engelbert
- 2005, 128 Seiten, Maße: 15,6 x 23,9 cm, Kartoniert (TB), Englisch
- Verlag: Springer
- ISBN-10: 3540240071
- ISBN-13: 9783540240075
- Erscheinungsdatum: 02.12.2004
Sprache:
Englisch
Kommentar zu "Singular Stochastic Differential Equations"
0 Gebrauchte Artikel zu „Singular Stochastic Differential Equations“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Singular Stochastic Differential Equations".
Kommentar verfassen