000 | 02880nam a22004815i 4500 | ||
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001 | 978-3-540-31560-5 | ||
003 | DE-He213 | ||
005 | 20190213151039.0 | ||
007 | cr nn 008mamaa | ||
008 | 100806s2005 gw | s |||| 0|eng d | ||
020 |
_a9783540315605 _9978-3-540-31560-5 |
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024 | 7 |
_a10.1007/b104187 _2doi |
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050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
072 | 7 |
_aPBT _2bicssc |
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072 | 7 |
_aMAT029000 _2bisacsh |
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072 | 7 |
_aPBT _2thema |
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072 | 7 |
_aPBWL _2thema |
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082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aCherny, Alexander S. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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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. |
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300 |
_aVIII, 128 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1858 |
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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 |
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856 | 4 | 0 | _uhttps://doi.org/10.1007/b104187 |
912 | _aZDB-2-SMA | ||
912 | _aZDB-2-LNM | ||
999 |
_c9329 _d9329 |