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. Howe...
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| Auteur principal: | |
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| Autres auteurs: | |
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Édition: | 1st ed. 2005. |
| Collection: | Lecture Notes in Mathematics
1858 |
| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Singular stochastic differential equations, Alexander S. Cherny, Hans-Jürgen Engelbert, 2005, Berlin, Springer, 1 vol. (VIII-128 p.), Lecture notes in mathematics, 3-540-24007-1 • Singular Stochastic Differential Equations, Texte imprimé, 9783540805694 • Singular stochastic differential equations, Alexander S. Cherny, Hans-Jürgen Engelbert, 2005, Berlin, Springer, 1 vol. (VIII-128 p.), Lecture notes in mathematics, 3-540-24007-1 |
| Résumé: | 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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| Description: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9783540315605 |
| ISSN: | 1617-9692 |
| Accès: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |