Springer
Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach
Product Code:
9783540644651
ISBN13:
9783540644651
Condition:
New
$45.91
Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach
$45.91
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.
| Author: Sigurd Assing |
| Publisher: Springer |
| Publication Date: May 20, 1998 |
| Number of Pages: 140 pages |
| Binding: Paperback or Softback |
| ISBN-10: 3540644652 |
| ISBN-13: 9783540644651 |
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