Continuous Strong Markov Processes in Dimension One : A stochastic calculus approach
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...
Gardado en:
| Auteurs principaux: | , |
|---|---|
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Series: | Lecture notes in mathematics
1688 |
| Sujets: | |
| Acceso en liña: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Continuous strong Markov processes in dimension one, a stochastic calculus approach, Sigurd Assing, Wolfgang M. Schmidt, 1998, Berlin, Springer, 1 vol. (XII-135 p.), Lecture notes in mathematics, 3-540-64465-2 • Continuous Strong Markov Processes in Dimension One, Texte imprimé, 9783662200780 |
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| 009 | PPN155163469 | ||
| 020 | |a 9783540697862 (PDF) | ||
| 041 | 0 | |a eng | |
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| 082 | |a 519.233 | ||
| 100 | 1 | |a Assing, Sigurd, |d 1965. | |
| 245 | 1 | 0 | |a Continuous Strong Markov Processes in Dimension One : |b A stochastic calculus approach |c Sigurd Assing, Wolfgang M. Schmidt. |
| 260 | |a Berlin [etc.] : |b Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture notes in mathematics |v 1688 |x 1617-9692 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a 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. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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. | ||
| 650 | |a Markov, processus de | ||
| 650 | |a Probabilités | ||
| 650 | |a Mathématiques | ||
| 650 | |a Méthodes statistiques | ||
| 650 | |a Équations intégrales stochastiques | ||
| 700 | 1 | |a Schmidt, Wolfgang, |d 1957-...., |c mathématicien. |4 aut | |
| 776 | 0 | |0 045571201 |t Continuous strong Markov processes in dimension one |o a stochastic calculus approach |f Sigurd Assing, Wolfgang M. Schmidt |d 1998 |c Berlin |n Springer |p 1 vol. (XII-135 p.) |s Lecture notes in mathematics |z 3-540-64465-2 | |
| 776 | 0 | |t Continuous Strong Markov Processes in Dimension One |b Texte imprimé |z 9783662200780 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/BFb0096151 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-8M13M2ZB-1 |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:747822662 |u https://ezproxy.univ-orleans.fr/login?url=https://doi.org/10.1007/BFb0096151 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:750839546 |u https://ezproxy.insa-cvl.fr/login?qurl=https://doi.org/10.1007/BFb0096151 |z Accès INSA CVL | |
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