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Continuous strong Markov processes in dimension one : a stochastic calculus approach /

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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

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