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- catalog abstract "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.".
- catalog contributor b10856600.
- catalog contributor b10856601.
- catalog created "1998.".
- catalog date "1998".
- catalog date "1998.".
- catalog dateCopyrighted "1998.".
- catalog description "Includes bibliographical references and index.".
- catalog description "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.".
- catalog extent "xii, 135 p. ;".
- catalog hasFormat "Continuous strong Markov processes in dimension one.".
- catalog identifier "3540644652 (pbk. : alk. paper)".
- catalog isFormatOf "Continuous strong Markov processes in dimension one.".
- catalog isPartOf "Lecture notes in mathematics (Springer-Verlag) ; 1688.".
- catalog isPartOf "Lecture notes in mathematics, 0075-8434 ; 1688".
- catalog issued "1998".
- catalog issued "1998.".
- catalog language "eng".
- catalog publisher "New York : Springer,".
- catalog relation "Continuous strong Markov processes in dimension one.".
- catalog subject "510 s 519.2/83 21".
- catalog subject "Distribution (Probability theory).".
- catalog subject "Markov processes.".
- catalog subject "Mathematical statistics.".
- catalog subject "Mathematics.".
- catalog subject "QA3 .L28 no. 1688 QA274.7".
- catalog subject "Stochastic integral equations.".
- catalog title "Continuous strong Markov processes in dimension one : a stochastic calculus approach / Sigurd Assing, Wolfgang Schmidt.".
- catalog type "text".