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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| מחברים אחרים: | |
| פורמט: | Livre numérique |
| שפה: | Anglais |
| יצא לאור: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| מהדורה: | 1st ed. 2005. |
| סדרה: | Lecture Notes in Mathematics
1858 |
| נושאים: | |
| גישה מקוונת: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| הערה: |
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 |
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| 100 | 1 | |a Cherny, Alexander S., |d 19..- | |
| 245 | 1 | 0 | |a Singular Stochastic Differential Equations |c edited by Alexander S. Cherny, Hans-Jürgen Engelbert. |
| 250 | |a 1st ed. 2005. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture Notes in Mathematics |v 1858 |x 1617-9692 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 | ||
| 650 | |a Probabilités | ||
| 650 | |a Mathématiques | ||
| 650 | |a Équations différentielles stochastiques | ||
| 700 | 1 | |a Engelbert, Hans-Jürgen, |d 1944-...., |c mathématicien. |4 pbd | |
| 776 | 0 | |0 082998140 |t Singular stochastic differential equations |f Alexander S. Cherny, Hans-Jürgen Engelbert |d 2005 |c Berlin |n Springer |p 1 vol. (VIII-128 p.) |s Lecture notes in mathematics |z 3-540-24007-1 | |
| 776 | 0 | |t Singular Stochastic Differential Equations |b Texte imprimé |z 9783540805694 | |
| 776 | 0 | |0 082998140 |t Singular stochastic differential equations |f Alexander S. Cherny, Hans-Jürgen Engelbert |d 2005 |c Berlin |n Springer |p 1 vol. (VIII-128 p.) |s Lecture notes in mathematics |z 3-540-24007-1 | |
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| 856 | 4 | |5 452349901:748051619 |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/b104187 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:751502820 |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/b104187 |z Accès INSA CVL | |
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