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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Cherny, Alexander S. (Autor), Engelbert, Hans-Jürgen (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
Edición:1st ed. 2005.
Colección:Lecture Notes in Mathematics, 1858
Temas:
Probabilities.
Probability Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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