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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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

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