Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach (Lecture Notes in Mathematics) (Lecture Notes in Mathematics, 1688, Band 1688) - Softcover

Assing, Sigurd

 
9783540644651: Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach (Lecture Notes in Mathematics) (Lecture Notes in Mathematics, 1688, Band 1688)
Softcover
ISBN 10: 3540644652 ISBN 13: 9783540644651
Verlag: Springer, 1998

Inhaltsangabe

The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes using methods of stochastic calculus. Departing from the classical approaches, a unified investigation of regular as well as arbitrary non-regular diffusions is provided. A general construction method for such processes, based on a generalization of the concept of a perfect additive functional, is developed. The intrinsic decomposition of a continuous strong Markov semimartingale is discovered. The book also investigates relations to stochastic differential equations and fundamental examples of irregular diffusions.

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Verlag
Springer
Erscheinungsdatum
1998
Sprache
Englisch
ISBN 10 
3540644652
ISBN 13 
9783540644651
Einband
Taschenbuch
Anzahl der Seiten
152
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