Continuous Strong Markov Processes in Dimension One

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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 for such processes, based on a generalization of the concept of a perfect additive functional, is d...
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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 for such processes, based on a generalization of the concept of a perfect additive functional, is d...
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  • Formats: pdf
  • ISBN: 9783540697862
  • Publication Date: 14 Nov 2006
  • Publisher: Springer Berlin Heidelberg
  • Product language: English
  • Drm Setting: DRM