Continuous Strong Markov Processes in Dimension One / Lecture Notes in Mathematics Bd.1688 (PDF)
A Stochastic Calculus Approach
(Sprache: Englisch)
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...
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Produktinformationen zu „Continuous Strong Markov Processes in Dimension One / Lecture Notes in Mathematics Bd.1688 (PDF)“
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.
Bibliographische Angaben
- Autoren: Sigurd Assing , Wolfgang M. Schmidt
- 2006, 1998, 140 Seiten, Englisch
- Verlag: Springer Berlin Heidelberg
- ISBN-10: 3540697861
- ISBN-13: 9783540697862
- Erscheinungsdatum: 14.11.2006
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
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- Dateiformat: PDF
- Größe: 8.29 MB
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Englisch
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