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Singular Stochastic Differential Equations (Lecture Notes in Mathematics Book 1858) by Alexander S. Cherny, Hans-Jürgen Engelbert is a mathematics available to read on EtoBox.
What is Singular Stochastic Differential Equations (Lecture Notes in Mathematics Book 1858) about?
<p>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 import
Who reads Singular Stochastic Differential Equations (Lecture Notes in Mathematics Book 1858)?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Alexander S. Cherny, Hans-Jürgen Engelbert
- Publisher
- Springer London, Limited
- Published
- 2004
- Language
- EN
- ISBN
- 9788354031567
- Category
- mathematics
- Subjects
- Mathematics, Computer Science, Science
- Updated
- 2026-03-25
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