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...

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Bibliographic Details

Main Author:	Assing, Sigurd, 1965-
Corporate Author:	SpringerLink (Online service)
Other Authors:	Schmidt, Wolfgang (Herpetologist)
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer, [1998]
Series:	Lecture notes in mathematics (Springer-Verlag) ; 1688.
Subjects:	Markov processes. Stochastic integral equations. Markov, Processus de. Équations intégrales stochastiques. Markov-processen. Stochastische processen. Stetiger Markov-Prozess. Electronic books.
Online Access:	Connect to the full text of this electronic book