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020 _a9783540315605
_9978-3-540-31560-5
024 7 _a10.1007/b104187
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
072 7 _aPBT
_2thema
072 7 _aPBWL
_2thema
082 0 4 _a519.2
_223
100 1 _aCherny, Alexander S.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aSingular Stochastic Differential Equations
_h[electronic resource] /
_cby Alexander S. Cherny, Hans-Jürgen Engelbert.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2005.
300 _aVIII, 128 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v1858
505 0 _aIntroduction -- 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.
520 _aThe 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.
650 0 _aDistribution (Probability theory.
650 1 4 _aProbability Theory and Stochastic Processes.
_0http://scigraph.springernature.com/things/product-market-codes/M27004
700 1 _aEngelbert, Hans-Jürgen.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783540805694
776 0 8 _iPrinted edition:
_z9783540240075
830 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v1858
856 4 0 _uhttps://doi.org/10.1007/b104187
912 _aZDB-2-SMA
912 _aZDB-2-LNM
999 _c9329
_d9329