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. However, known conditions for
the existence and uniqueness of a solution typically fail for such
equations. The book concentrates on the study of the existence, the
uniqueness, and, what is most important, on the qualitative
behaviour of solutions of singular stochastic differential
equations. This is done by providing a qualitative classification
of isolated singular points, into 48 possible types.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!