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...
Guardat en:
| Autors principals: | , |
|---|---|
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Col·lecció: | Lecture notes in mathematics
1688 |
| Matèries: | |
| Accés en línia: | 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 |
Taula de continguts:
- 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.