Hidden Bibliographic Details
Other authors / contributors: | Schmidt, W. (Wolfgang), 1957-
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ISBN: | 9783540697862 3540697861 3540644652 9783540644651
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Notes: | Includes bibliographical references (pages 133-135) and index. Print version record.
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Summary: | 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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Other form: | Print version: Assing, Sigurd, 1965- Continuous strong Markov processes in dimension one. Berlin ; New York : Springer, ©1998 3540644652
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