Continuous strong Markov processes in dimension one : a stochastic calculus approach /
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Author / Creator: | Assing, Sigurd, 1965- |
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Imprint: | Berlin ; New York : Springer, ©1998. |
Description: | 1 online resource (xii, 135 pages). |
Language: | English |
Series: | Lecture notes in mathematics, 0075-8434 ; 1688 Lecture notes in mathematics (Springer-Verlag) ; 1688. |
Subject: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11065990 |
Table of Contents:
- Basic concepts and preparatory results
- Classification of the points of the state space
- Weakly additive functionals and time change of strong Markov processes
- Semimartingale decomposition of continuous strong Markov semimartingales
- Occupation time formula
- Construction of continuous strong Markov processes
- Continuous strong Markov semimartingales as solutions of stochastic differential equations.