Singular Stochastic Differential Equations

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. Howe...

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Bibliographic Details
Main Authors: Cherny, Alexander S. (Author, http://id.loc.gov/vocabulary/relators/aut), Engelbert, Hans-Jürgen. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
Edition:1st ed. 2005.
Series:Lecture Notes in Mathematics, 1858
Subjects:
Online Access:https://doi.org/10.1007/b104187
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