Continuous Strong Markov Processes in Dimension One - A Stochastic Calculus Approach (Paperback, 1998 ed.)

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.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Lecture Notes in Mathematics, 1688
Release date:	2001
First published:	1998
Authors:	Sigurd Assing • Wolfgang M. Schmidt
Dimensions:	235 x 155 x 8mm (L x W x T)
Format:	Paperback
Pages:	140
Edition:	1998 ed.
ISBN-13:	978-3-540-64465-1
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > General
LSN:	3-540-64465-2
Barcode:	9783540644651

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