Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach
The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes using methods of shastic 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 shastic differential equations and fundamental examples of irregular diffusions.
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Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach
The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes using methods of shastic 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 shastic differential equations and fundamental examples of irregular diffusions.
39.95
Out Of Stock
5
1
Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach
140
Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach
140
39.95
Out Of Stock
Product Details
| ISBN-13: | 9783540644651 |
|---|---|
| Publisher: | Springer Berlin Heidelberg |
| Publication date: | 07/01/1998 |
| Series: | Lecture Notes in Mathematics , #1688 |
| Edition description: | 1998 |
| Pages: | 140 |
| Product dimensions: | 6.10(w) x 9.25(h) x 0.01(d) |
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