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Continuous Strong Markov Processes in Dimension One

Continuous Strong Markov Processes in Dimension One

Sigurd Assing / Wolfgang M. Schmidt

48,45 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
1998
Materia
Probabilidad y estadística
ISBN:
9783540644651
48,45 €
IVA incluido
Disponible

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Sobre IBD

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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