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Kniha Singular Stochastic Differential Equations Alexander S. Cherny

Singular Stochastic Differential Equations

Autor: Alexander S. Cherny, Hans-Jürgen Engelbert
Jazyk: Angličtina
Vazba: Brožovaná
Vydavatel: Springer, Berlin
Dostupnost: Skladem u dodavatele
Odesíláme za 10-18 dnů
1 041 Kč
The authors introduce, in this research monograph on stochastic differential equations, a class of p...

Informace o knize

Autor
Alexander S. Cherny, Hans-Jürgen Engelbert
Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2004
Stránek
128
EAN
9783540240075
ISBN
3540240071
Enbook ID
01560136
Vydavatel
Springer, Berlin
Hmotnost
244
Rozměry
156 x 234 x 7

Kompletní popis

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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