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＜E-Book＞
Continuous Strong Markov Processes in Dimension One : A Stochastic Calculus Approach / by Sigurd Assing, Wolfgang M. Schmidt
(Lecture Notes in Mathematics. ISSN:16179692 ; 1688)

Edition	1st ed. 1998.
Publisher	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
Year	1998
Size	XII, 140 p : online resource
Authors	*Assing, Sigurd author Schmidt, Wolfgang M author SpringerLink (Online service)
Subjects	LCSH:Probabilities LCSH:Statistics  FREE:Probability Theory FREE:Statistical Theory and Methods
Notes	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 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 HTTP:URL=https://doi.org/10.1007/BFb0096151

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