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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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Detalles Bibliográficos
Autores principales: Cherny, Alexander S, Engelbert, Hans-Jürgen
Lenguaje:eng
Publicado: Springer 2005
Materias:
Acceso en línea:https://dx.doi.org/10.1007/b104187
http://cds.cern.ch/record/1690680