
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.
- Kirjailija
- Alexander S. Cherny, Hans-Jürgen Engelbert
- Painos
- 2005 ed.
- ISBN
- 9783540240075
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 2.12.2004
- Sivumäärä
- 128