LIBROS DEL AUTOR: sigurd assing

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  • Continuous Strong Markov Processes in Dimension One
    Sigurd Assing / Wolfgang M. Schmidt
    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...
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