Continuous Strong Markov Processes in Dimension One

Language: English

Published by Springer, Springer Spektrum Mai 1998, 1998

3540644652 / 9783540644651

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This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 152 pp. Englisch.

Seller Inventory # 9783540644651

Title
Continuous Strong Markov Processes in Dimension One
Author
Sigurd Assing
Publisher
Springer, Springer Spektrum Mai 1998
Publication year
1998
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3540644652
ISBN 13
9783540644651
Item weight
242 grams
Dimensions
235x155x9 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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