
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.
- Forfatter
- Alexander S. Cherny, Hans-Jürgen Engelbert
- Opplag
- 2005 ed.
- ISBN
- 9783540240075
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 2.12.2004
- Antall sider
- 128
