Name: continuous strong markov processes in dimension one
Price: 33.28 EUR
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Author: assing,schmidt
ISBN: 9783540644651

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portada continuous strong markov processes in dimension one

continuous strong markov processes in dimension one

Type

Physical Book

Publisher

Springer

Author

assing,schmidt

Language

English

Pages

137

ISBN

3540644652

ISBN13

9783540644651

Synopsis "continuous strong markov processes in dimension one"

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.