Continuous strong Markov processes in dimension one: A stochastic calculus approach. Sigurd Assing

Continuous strong Markov processes in dimension one: A stochastic calculus approach



Download Continuous strong Markov processes in dimension one: A stochastic calculus approach



Continuous strong Markov processes in dimension one: A stochastic calculus approach Sigurd Assing. djvu ebook
Publisher: Springer
Language: English
Page: 145
ISBN: 3540644652,

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.



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Download Continuous strong Markov processes in dimension one: A stochastic calculus approach ebook djvu
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Continuous strong Markov processes in dimension one: A stochastic calculus approach ebook
Continuous strong Markov processes in dimension one: A stochastic calculus approach download book
Continuous strong Markov processes in dimension one: A stochastic calculus approach ebook pdf
Continuous strong Markov processes in dimension one: A stochastic calculus approach ebook djvu
Continuous strong Markov processes in dimension one: A stochastic calculus approach ebook chm
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