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

版	1st ed. 1998.
出版者	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
出版年	1998
本文言語	英語
大きさ	XII, 140 p : online resource
冊子体	Continuous strong Markov processes in dimension one : a stochastic calculus approach / Sigurd Assing, Wolfgang M. Schmidt. ; 1688
著者標目	*Assing, Sigurd author Schmidt, Wolfgang M author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Statistics  FREE:Probability Theory FREE:Statistical Theory and Methods
一般注記	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 Accessibility summary: This PDF is not accessible. It is based on scanned pages and does not support features such as screen reader compatibility or described non-text content (images, graphs etc). However, it likely supports searchable and selectable text based on OCR (Optical Character Recognition). Users with accessibility needs may not be able to use this content effectively. Please contact us at accessibilitysupport@springernature.com if you require assistance or an alternative format Inaccessible, or known limited accessibility No reading system accessibility options actively disabled Publisher contact for further accessibility information: accessibilitysupport@springernature.com HTTP:URL=https://doi.org/10.1007/BFb0096151

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