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Více informací o knize Continuous Strong Markov Processes in Dimension One

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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Probability & statistics

• Plný název: Continuous Strong Markov Processes in Dimension One
• Podnázev: A Stochastic Calculus Approach
• Autor: Sigurd Assing, Wolfgang M. Schmidt
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 140
• EAN: 9783540644651
• ISBN: 3540644652
• ID: 01566663
• Nakladatelství: Springer, Berlin
• Hmotnost: 260 g
• Rozměry: 235 × 155 × 8 mm
• Rok vydání: 1998

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