Continuous Strong Markov Processes in Dimension One A Stochastic Calculus Approach /

• Κύριοι συγγραφείς: Assing, Sigurd (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Schmidt, Wolfgang M. (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1998.
• Έκδοση: 1st ed. 1998.
• Σειρά: Lecture Notes in Mathematics, 1688
• Θέματα: Probabilities.; Statistics .; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.

 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. 

 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.