Download e-book for iPad: Singular Stochastic Differential Equations (Lecture Notes in by Alexander S. Cherny,Hans-Jürgen Engelbert

By Alexander S. Cherny,Hans-Jürgen Engelbert

ISBN-10: 3540240071

ISBN-13: 9783540240075

The authors introduce, during this study monograph on stochastic differential equations, a category of issues termed remoted singular issues. Stochastic differential equations owning such issues (called singular stochastic differential equations right here) come up usually in conception and in purposes. even though, recognized stipulations for the lifestyles and area of expertise of an answer normally fail for such equations. The book concentrates at the examine of the life, the individuality, and, what's most vital, at the qualitative behaviour of suggestions of singular stochastic differential equations. this is often performed by way of offering a qualitative type of remoted singular issues, into forty eight attainable types.

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Singular Stochastic Differential Equations (Lecture Notes in Mathematics) by Alexander S. Cherny,Hans-Jürgen Engelbert

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