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...
Κύριοι συγγραφείς: | , |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2005.
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Σειρά: | Lecture Notes in Mathematics,
1858 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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.