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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Cherny, Alexander S. (Συγγραφέας), Engelbert, Hans-Jürgen (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
Σειρά:Lecture Notes in Mathematics, 1858
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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100 1 |a Cherny, Alexander S.  |e author. 
245 1 0 |a Singular Stochastic Differential Equations  |h [electronic resource] /  |c by Alexander S. Cherny, Hans-Jürgen Engelbert. 
264 1 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg :  |b Imprint: Springer,  |c 2005. 
300 |a VIII, 128 p.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
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338 |a online resource  |b cr  |2 rdacarrier 
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490 1 |a Lecture Notes in Mathematics,  |x 0075-8434 ;  |v 1858 
505 0 |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. 
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 0 |a Mathematics. 
650 0 |a Probabilities. 
650 1 4 |a Mathematics. 
650 2 4 |a Probability Theory and Stochastic Processes. 
700 1 |a Engelbert, Hans-Jürgen.  |e author. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783540240075 
830 0 |a Lecture Notes in Mathematics,  |x 0075-8434 ;  |v 1858 
856 4 0 |u http://dx.doi.org/10.1007/b104187  |z Full Text via HEAL-Link 
912 |a ZDB-2-SMA 
912 |a ZDB-2-LNM 
950 |a Mathematics and Statistics (Springer-11649)