Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach (Lecture Notes in Mathematics) - Couverture souple

Assing, Sigurd

 
9783540644651: Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach (Lecture Notes in Mathematics)
Couverture souple
ISBN 10 : 3540644652 ISBN 13 : 9783540644651
Editeur : Springer, 1998

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
1998
Langue
anglais
ISBN 10 
3540644652
ISBN 13 
9783540644651
Reliure
Broché
Nombre de pages
152
Coordonnées du fabricant
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