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...
Main Authors: | Cherny, Alexander S. (Author), Engelbert, Hans-Jürgen (Author) |
---|---|
Corporate Author: | SpringerLink (Online service) |
Format: | Electronic eBook |
Language: | English |
Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2005.
|
Series: | Lecture Notes in Mathematics,
1858 |
Subjects: | |
Online Access: | Full Text via HEAL-Link |
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