| Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach 1998 Edition Contributor(s): Assing, Sigurd (Author), Schmidt, Wolfgang M. (Author) |
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ISBN: 3540644652 ISBN-13: 9783540644651 Publisher: Springer OUR PRICE: $37.95 Product Type: Paperback Published: May 1998 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General |
| Dewey: 519.283 |
| LCCN: 98022867 |
| Series: Lecture Notes in Mathematics |
| Physical Information: 0.33" H x 6.14" W x 9.21" (0.49 lbs) 140 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |