Hidden Bibliographic Details
| Other authors / contributors: | Engelbert, Hans Jürgen.
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| ISBN: | 9783540315605
3540315608
3540240071
9783540240075
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| Notes: | Includes bibliographical references (pages 119-121)-and indexes.
Print version record.
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| Summary: | "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."--Jacket.
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| Other form: | Print version: Cherny, Alexander S. Singular stochastic differential equations. Berlin : Springer, 2005 3540240071
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| Standard no.: | 10.1007/b104187
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