Singular Stochastic Differential Equations (Lecture Notes in Mathematics, 1858, Band 1858) - Softcover

Cherny, Alexander S.

Softcover

ISBN 10: 3540240071 ISBN 13: 9783540240075

Verlag: Springer Berlin Heidelberg, 2008

Inhaltsangabe

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.

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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.

Details zur Ausgabe

• Verlag: Springer Berlin Heidelberg
• Erscheinungsdatum: 2008
• Sprache: Englisch
• ISBN 10: 3540240071
• ISBN 13: 9783540240075
• Einband: Taschenbuch
• Anzahl der Seiten: 140
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