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"item_title" : "Continuous Strong Markov Processes in Dimension One",
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Continuous Strong Markov Processes in Dimension One : A Stochastic Calculus Approach
by Sigurd Assing and Wolfgang M. Schmidt
Overview
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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Details
- ISBN-13: 9783540644651
- ISBN-10: 3540644652
- Publisher: Springer
- Publish Date: May 1998
- Dimensions: 9.21 x 6.14 x 0.33 inches
- Shipping Weight: 0.49 pounds
- Page Count: 140
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