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...
| Main Author: | Cherny, Alexander S. |
|---|---|
| Other Authors: | Engelbert, Hans Jürgen., SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin :
Springer,
2005.
Berlin : 2005. |
| Physical Description: |
1 online resource (viii, 128 pages) : illustrations. |
| Series: |
Lecture notes in mathematics (Springer-Verlag) ;
1858. |
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |