Singular stochastic differential equations /
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| Author / Creator: | Cherny, Alexander S. |
|---|---|
| Imprint: | Berlin : Springer, 2005. |
| Description: | 1 online resource (viii, 128 pages) : illustrations. |
| Language: | English |
| Series: | Lecture notes in mathematics, 0075-8434 ; 1858 Lecture notes in mathematics (Springer-Verlag) ; 1858. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11068204 |
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| 100 | 1 | |a Cherny, Alexander S. |0 http://id.loc.gov/authorities/names/nb2004311901 |1 http://viaf.org/viaf/71651957 | |
| 245 | 1 | 0 | |a Singular stochastic differential equations / |c Alexander S. Cherny, Hans-Jürgen Engelbert. |
| 260 | |a Berlin : |b Springer, |c 2005. | ||
| 300 | |a 1 online resource (viii, 128 pages) : |b illustrations. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
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| 490 | 1 | |a Lecture notes in mathematics, |x 0075-8434 ; |v 1858 | |
| 504 | |a Includes bibliographical references (pages 119-121)-and indexes. | ||
| 520 | 1 | |a "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. | |
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a 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. | |
| 650 | 0 | |a Stochastic differential equations. |0 http://id.loc.gov/authorities/subjects/sh85128177 | |
| 650 | 6 | |a Équations différentielles stochastiques. | |
| 650 | 7 | |a Stochastic differential equations. |2 fast |0 (OCoLC)fst01133506 | |
| 650 | 1 | 7 | |a Stochastische differentiaalvergelijkingen. |2 gtt |
| 650 | 1 | 7 | |a Équation différentielle stochastique. |2 rasuqam |
| 650 | 7 | |a Mathematical Statistics. |2 hilcc | |
| 650 | 7 | |a Mathematics. |2 hilcc | |
| 650 | 7 | |a Physical Sciences & Mathematics. |2 hilcc | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Engelbert, Hans Jürgen. |0 http://id.loc.gov/authorities/names/n80160825 |1 http://viaf.org/viaf/24686609 | |
| 776 | 0 | 8 | |i Print version: |a Cherny, Alexander S. |t Singular stochastic differential equations. |d Berlin : Springer, 2005 |z 3540240071 |w (DLC) 2004115716 |w (OCoLC)57222933 |
| 830 | 0 | |a Lecture notes in mathematics (Springer-Verlag) ; |v 1858. | |
| 856 | 4 | 0 | |u http://link.springer.com/10.1007/b104187 |y SpringerLink |
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| 928 | |t Library of Congress classification |a QA274.23 .C44 2005eb |l Online |c UC-FullText |u http://link.springer.com/10.1007/b104187 |z SpringerLink |g ebooks |i 9876178 | ||