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.

Rese�a del editor:

��ber diesen Titel� kann sich auf eine andere Ausgabe dieses Titels beziehen.

Anbieterinformationen

Zur Homepage des Verk�ufers

Unternehmensdaten des Verk�ufers

WRAP Ltd
Unit 4, 119 Loverock Rd, Reading, RG30 1DZ, United Kingdom

Gesch�ftsbedingungen:

TBA

Versandinformationen:

Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.

Zahlungsarten
akzeptiert von diesem Verk�ufer

Zu Kaufgesuchen hinzuf�gen

Verwandte Artikel zu Continuous Strong Markov Processes in Dimension One...

Continuous Strong Markov Processes in Dimension One : A Stochastic Calculus Approach

Assing, Sigurd

Neu - Softcover

Unternehmensdaten des Verk�ufers