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...
Guardat en:
| Autor principal: | Cherny, Alexander S., 19..- |
|---|---|
| Altres autors: | Engelbert, Hans-Jürgen, 1944-...., mathématicien (Director editorial) |
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edició: | 1st ed. 2005. |
| Col·lecció: | Lecture Notes in Mathematics
1858 |
| Matèries: | |
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
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 |
Ítems similars
-
Forward-Backward Stochastic Differential Equations and their Applications
(Livre numérique)
Ma, Jin, 1978-, et al. -
Forward-Backward Stochastic Differential Equations and their Applications
(Livre numérique)
Ma, Jin, 1956-, et al. -
Stochastic Stability of Differential Equations
(Livre numérique)
Has½minskij, Rafail Zalmanovič, 1931- -
Numerical solution of stochastic differential equations with jumps in finance
(Livre numérique)
Platen, Eckhard, 1949-, et al. -
Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations
(Livre numérique)
Gawarecki, Leszek, 19..-, et al.

