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Singular Stochastic Differential Equations - Lecture Notes in Mathematics Alexander S. Cherny 2005 edition
Singular Stochastic Differential Equations - Lecture Notes in Mathematics
Alexander S. Cherny
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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 2 de diciembre de 2004 |
| ISBN13 | 9783540240075 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 128 |
| Dimensiones | 156 × 234 × 7 mm · 204 g |
| Lengua | Inglés Alemán |