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Continuous Strong Markov Processes in Dimension One

A Stochastic Calculus Approach

Language EnglishEnglish
Book Paperback
Book Continuous Strong Markov Processes in Dimension One Sigurd Assing
Libristo code: 01566663
Publishers Springer, Berlin, November 1997
The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes... Full description
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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.

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About the book

Full name Continuous Strong Markov Processes in Dimension One
Language English
Binding Book - Paperback
Date of issue 1998
Number of pages 140
EAN 9783540644651
ISBN 3540644652
Libristo code 01566663
Publishers Springer, Berlin
Weight 260
Dimensions 155 x 235 x 8
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