Continuous Strong Markov Processes in Dimension One
33,70 €*
Sofort verfügbar, Lieferzeit: 1-3 Tage
Produktnummer:
9783540644651
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.
| Autor: | Assing, Sigurd Schmidt, Wolfgang M. |
|---|---|
| EAN: | 9783540644651 |
| Sprache: | Englisch |
| Seitenzahl: | 140 |
| Produktart: | kartoniert, broschiert |
| Verlag: | Springer Springer, Berlin Springer Berlin Heidelberg |
| Untertitel: | A Stochastic Calculus Approach |
| Schlagworte: | Markov-Prozesse |
| Größe: | 11 × 156 × 237 |
| Gewicht: | 260 g |
