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portada Singular Stochastic Differential Equations (Lecture Notes in Mathematics)
Type
Physical Book
Publisher
Author
Year
2005
Language
English
Pages
128
Format
Paperback
ISBN
3540240071
ISBN13
9783540240075
Edition No.
2005
Categories

Singular Stochastic Differential Equations (Lecture Notes in Mathematics)

Alexander S. Cherny; Hans-Jürgen Engelbert (Author) · Springer · Paperback

Singular Stochastic Differential Equations (Lecture Notes in Mathematics) - Alexander S. Cherny; Hans-Jürgen Engelbert

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Synopsis "Singular Stochastic Differential Equations (Lecture Notes in Mathematics) "

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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