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