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Continuous Strong Markov Processes in Dimension One - A Stochastic Calculus Approach (Paperback, 1998 ed.) Loot Price: R1,171
Discovery Miles 11 710
Repayment Terms: R110 pm x 12*
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Continuous Strong Markov Processes in Dimension One - A Stochastic Calculus Approach (Paperback, 1998 ed.): Sigurd Assing,...

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

Sigurd Assing, Wolfgang M. Schmidt

Series: Lecture Notes in Mathematics, 1688

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Loot Price R1,171 Discovery Miles 11 710 | Repayment Terms: R110 pm x 12*

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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
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LSN: 3-540-64465-2
Barcode: 9783540644651

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