Singular stochastic differential equations / Alexander S. Cherny, Hans-Jurgen Engelbert
| Singular stochastic differential equations / Alexander S. Cherny, Hans-Jurgen Engelbert |
| Autore | Cherny, Alexander S. |
| Pubbl/distr/stampa | Berlin [etc.], : Springer, 2005 |
| Descrizione fisica | VIII, 128 p. : ill. ; 24 cm. |
| Altri autori (Persone) | Engelbert, Hans-Jurgen |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] |
| ISBN | 8-3-540-24007-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0055243 |
Cherny, Alexander S.
|
||
| Berlin [etc.], : Springer, 2005 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Singular stochastic differential equations / Alexander S. Cherny, Hans-Jurgen Engelbert
| Singular stochastic differential equations / Alexander S. Cherny, Hans-Jurgen Engelbert |
| Autore | Cherny, Alexander S. |
| Pubbl/distr/stampa | Berlin, : Springer, 2005 |
| Descrizione fisica | VIII, 128 p. : ill. ; 24 cm |
| Altri autori (Persone) | Engelbert, Hans-Jurgen |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] |
| Soggetto non controllato |
Classification of solutions
Equation Existence of solution Isolated singular points Stochastic differential equations Uniqueness of solution |
| ISBN | 978-35-402-4007-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0055243 |
Cherny, Alexander S.
|
||
| Berlin, : Springer, 2005 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Singular stochastic differential equations / Alexander S. Cherny, Hans-Jurgen Engelbert
| Singular stochastic differential equations / Alexander S. Cherny, Hans-Jurgen Engelbert |
| Autore | Cherny, Alexander S. |
| Pubbl/distr/stampa | Berlin, : Springer, 2005 |
| Descrizione fisica | VIII, 128 p. : ill. ; 24 cm |
| Altri autori (Persone) | Engelbert, Hans-Jurgen |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G17 - Sample path properties [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60J60 - Diffusion processes [MSC 2020] |
| Soggetto non controllato |
Classification of solutions
Equations Existence of solution Isolated singular points Stochastic differential equations Uniqueness of solution |
| ISBN | 978-35-402-4007-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00055243 |
Cherny, Alexander S.
|
||
| Berlin, : Springer, 2005 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Singular stochastic differential equations / Alexander S. Cherny, Hans-Jürgen Engelbert
| Singular stochastic differential equations / Alexander S. Cherny, Hans-Jürgen Engelbert |
| Autore | Cherny, Alexander S. |
| Pubbl/distr/stampa | Berlin : Springer, 2005 |
| Descrizione fisica | viii, 128 p. : ill. ; 24 cm |
| Disciplina | 519.2 |
| Altri autori (Persone) | Engelbert, Hans Jürgenauthor |
| Collana | Lecture notes in mathematics, 0075-8434 ; 1858 |
| Soggetto topico | Stochastic differential equations |
| ISBN | 3540240071 |
| Classificazione |
AMS 60H10
AMS 60-02 AMS 60G17 AMS 60J25 AMS 60J60 LC QA3.L28 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000844559707536 |
Cherny, Alexander S.
|
||
| Berlin : Springer, 2005 | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Singular stochastic differential equations [e-book] / Alexander S. Cherny, Hans Jürgen Engelbert
| Singular stochastic differential equations [e-book] / Alexander S. Cherny, Hans Jürgen Engelbert |
| Autore | Cherny, Alexander S. |
| Pubbl/distr/stampa | Berlin : Springer, 2005 |
| Descrizione fisica | v.: digital |
| Disciplina | 519.2 |
| Altri autori (Persone) | Engelbert, Hans Jürgenauthor |
| Collana | Lecture notes in mathematics, 0075-8434 ; 1858 |
| Soggetto topico | Distribution (Probability theory) |
| ISBN | 9783540315605 |
| Classificazione |
AMS 60H10
AMS 60-02 AMS 60G17 AMS 60J25 AMS 60J60 LC QA3.L28 |
| Formato | Software |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000564339707536 |
Cherny, Alexander S.
|
||
| Berlin : Springer, 2005 | ||
| Lo trovi qui: Univ. del Salento | ||
| ||