LIBROS DEL AUTOR: alexander s cherny

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  • Singular Stochastic Differential Equations
    Alexander S. Cherny / Hans-Jürgen Engelbert
    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 uniquenes...
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