Singular Stochastic Differential Equations - Lecture Notes in Mathematics - Alexander S. Cherny - 图书 - Springer-Verlag Berlin and Heidelberg Gm - 9783540240075 - 2004年12月2日
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Singular Stochastic Differential Equations - Lecture Notes in Mathematics 2005 edition

价格
元 411
不含税

远程仓调货

预计送达时间 年7月20日 - 年8月5日
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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.


128 pages, biography

介质类型 图书     Paperback Book   (平装胶订图书)
已发行 2004年12月2日
ISBN13 9783540240075
出版商 Springer-Verlag Berlin and Heidelberg Gm
页数 128
商品尺寸 156 × 234 × 7 mm   ·   204 g
语言 英语   德语  

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