
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.
- Författare
- Alexander S. Cherny, Hans-Jürgen Engelbert
- Upplaga
- 2005 ed.
- ISBN
- 9783540240075
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2004-12-02
- Sidor
- 128