| 書目名稱 | Continuous Strong Markov Processes in Dimension One |
| 副標(biāo)題 | A Stochastic Calculu |
| 編輯 | Sigurd Assing,Wolfgang M. Schmidt |
| 視頻video | http://file.papertrans.cn/238/237020/237020.mp4 |
| 叢書名稱 | Lecture Notes in Mathematics |
| 圖書封面 |  |
| 描述 | 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. |
| 出版日期 | Book 1998 |
| 關(guān)鍵詞 | Markov process; Martingale; Semimartingale; Stochastic calculus; calculus |
| 版次 | 1 |
| doi | https://doi.org/10.1007/BFb0096151 |
| isbn_softcover | 978-3-540-64465-1 |
| isbn_ebook | 978-3-540-69786-2Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer-Verlag Berlin Heidelberg 1998 |
|Archiver|手機(jī)版|小黑屋|
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