Singular Stochastic Differential Equations: Lecture Notes in Mathematics, cartea 1858
Autor Alexander S. Cherny, Hans-Jürgen Engelberten Limba Engleză Paperback – 2 dec 2004
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Specificații
ISBN-13: 9783540240075
ISBN-10: 3540240071
Pagini: 140
Ilustrații: VIII, 128 p.
Dimensiuni: 155 x 235 x 9 mm
Greutate: 0.2 kg
Ediția:2005
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics
Locul publicării:Berlin, Heidelberg, Germany
ISBN-10: 3540240071
Pagini: 140
Ilustrații: VIII, 128 p.
Dimensiuni: 155 x 235 x 9 mm
Greutate: 0.2 kg
Ediția:2005
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics
Locul publicării:Berlin, Heidelberg, Germany
Public țintă
ResearchCuprins
Introduction.- 1. Stochastic Differential Equations.- 2. One-Sided Classification of Isolated Singular Points.- 3. Two-Sided Classification of Isolated Singular Points.- 4. Classification at Infinity and Global Solutions.- 5. Several Special Cases.- Appendix A: Some Known Facts.- Appendix B: Some Auxiliary Lemmas.- Rferences.- Index of Notation.- Index of Terms.
Recenzii
From the reviews:
"The main aim of this outstanding research monograph on stochastic differential equations is to introduce a class of points termed isolated singular points. … The book studies the existence, the uniqueness, and the qualitative behaviour of solutions of singular stochastic differential equations." (Pavel Gapeev, Zentralblatt MATH, Vol. 1071, 2005)
"Cherny and Engelbert’s book is a research monograph, devoted predominantly to the author’s recent deep results, it is written very carefully, in a lucid and precise way, and contains many illustrating examples. The authors have managed to keep it surprisingly self-contained. In my opinion, it is necessary reading for everybody who wishes to understand one-dimensional diffusions thoroughly." (Jan I. Seidler, Mathematical Reviews, Issue 2005 j)
"The main aim of this outstanding research monograph on stochastic differential equations is to introduce a class of points termed isolated singular points. … The book studies the existence, the uniqueness, and the qualitative behaviour of solutions of singular stochastic differential equations." (Pavel Gapeev, Zentralblatt MATH, Vol. 1071, 2005)
"Cherny and Engelbert’s book is a research monograph, devoted predominantly to the author’s recent deep results, it is written very carefully, in a lucid and precise way, and contains many illustrating examples. The authors have managed to keep it surprisingly self-contained. In my opinion, it is necessary reading for everybody who wishes to understand one-dimensional diffusions thoroughly." (Jan I. Seidler, Mathematical Reviews, Issue 2005 j)
Textul de pe ultima copertă
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.
Caracteristici
Includes supplementary material: sn.pub/extras