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008 150903s2005 gw | o |||| 0|eng d
020 _a9783540315605
_99783540315605
024 7 _a10.1007/b104187
_2doi
035 _avtls000347781
039 9 _a201509031108
_bVLOAD
_c201405070454
_dVLOAD
_y201402070939
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aQA273.A1-274.9
100 1 _aCherny, Alexander S.
_eautor
_9329866
245 1 0 _aSingular Stochastic Differential Equations /
_cby Alexander S. Cherny, Hans-Jürgen Engelbert.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2005.
300 _aviii, 128 páginas
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aLecture Notes in Mathematics,
_x1617-9692 ;
_v1858
500 _aSpringer eBooks
505 0 _aIntroduction -- 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.
520 _aThe 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.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aEngelbert, Hans-Jürgen.
_eautor
_9329867
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783540240075
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/b104187
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942 _c14
999 _c295444
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