Series: Lecture Notes in Mathematics, Vol. 1858
Cherny, Alexander S., Engelbert, Hans-Jürgen
2005, VIII, 128 p.
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From the reviews:
"The main aim of this outstanding research monograph on stochastic differential equations is to introduce a class of points termed isolated singular points. … The book studies the existence, the uniqueness, and the qualitative behaviour of solutions of singular stochastic differential equations." (Pavel Gapeev, Zentralblatt MATH, Vol. 1071, 2005)
"Cherny and Engelbert’s book is a research monograph, devoted predominantly to the author’s recent deep results, it is written very carefully, in a lucid and precise way, and contains many illustrating examples. The authors have managed to keep it surprisingly self-contained. In my opinion, it is necessary reading for everybody who wishes to understand one-dimensional diffusions thoroughly." (Jan I. Seidler, Mathematical Reviews, Issue 2005 j)
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