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...
Κύριοι συγγραφείς: | Assing, Sigurd (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Schmidt, Wolfgang M. (http://id.loc.gov/vocabulary/relators/aut) |
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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: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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