Continuous Strong Markov Processes in Dimension One | A Stochastic Calculus Approach
Sigurd Assing (u. a.)
ISBN 10: 3540644652 ISBN 13: 9783540644651
Published by Springer, 1998
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Continuous Strong Markov Processes in Dimension One | A Stochastic Calculus Approach | Sigurd Assing (u. a.) | Taschenbuch | Lecture Notes in Mathematics | Einband - flex.(Paperback) | Englisch | 1998 | Springer | EAN 9783540644651 | Verantwortliche Person für die EU: Springer Nature Customer Service Center GmbH, Europaplatz 3, 69115 Heidelberg, productsafety[at]springernature[dot]com | Anbieter: preigu Print on Demand. Seller Inventory # 101883494
Synopsis:
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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Bibliographic Details
Title: Continuous Strong Markov Processes in ...
Publisher: Springer
Publication Date: 1998
Binding: Taschenbuch
Condition: Neu