Singular stochastic differential equations

＜図書＞
Singular stochastic differential equations

責任表示	Alexander S. Cherny, Hans-Jürgen Engelbert
シリーズ	Lecture notes in mathematics ; 1858
データ種別	図書
出版情報	Berlin : Springer , c2005
本文言語	英語
大きさ	viii, 128 p. : ill. ; 24 cm
概要	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 (ca...led 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. 続きを見る
電子版へのリンク	https://hdl.handle.net/2324/6949746

一般注記	Includes bibliographical references (p. [119]-121) and indexes
著者標目	*Cherny, Alexander S. Engelbert, Hans-Jürgen
書誌ID	1001239714
ISBN	3540240071
NCID	BA70123337
URL
巻冊次	ISBN:3540240071
登録日	2009.09.18
更新日	2017.02.18