Continuous Strong Markov Processes in Dimension One (Record no. 9699)
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000 -LEADER | |
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fixed length control field | 03060nam a22005175i 4500 |
001 - CONTROL NUMBER | |
control field | 978-3-540-69786-2 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20190213151142.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 121227s1998 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783540697862 |
-- | 978-3-540-69786-2 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/BFb0096151 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA273.A1-274.9 |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA274-274.9 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBT |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | MAT029000 |
Source | bisacsh |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBT |
Source | thema |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBWL |
Source | thema |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.2 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Assing, Sigurd. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
245 10 - TITLE STATEMENT | |
Title | Continuous Strong Markov Processes in Dimension One |
Medium | [electronic resource] : |
Remainder of title | A stochastic calculus approach / |
Statement of responsibility, etc | by Sigurd Assing, Wolfgang M. Schmidt. |
264 #1 - | |
-- | Berlin, Heidelberg : |
-- | Springer Berlin Heidelberg : |
-- | Imprint: Springer, |
-- | 1998. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | XII, 140 p. |
Other physical details | online resource. |
336 ## - | |
-- | text |
-- | txt |
-- | rdacontent |
337 ## - | |
-- | computer |
-- | c |
-- | rdamedia |
338 ## - | |
-- | online resource |
-- | cr |
-- | rdacarrier |
347 ## - | |
-- | text file |
-- | |
-- | rda |
490 1# - SERIES STATEMENT | |
Series statement | Lecture Notes in Mathematics, |
International Standard Serial Number | 0075-8434 ; |
Volume number/sequential designation | 1688 |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | 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. |
520 ## - SUMMARY, ETC. | |
Summary, etc | 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. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Distribution (Probability theory. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematical statistics. |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
-- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Statistical Theory and Methods. |
-- | http://scigraph.springernature.com/things/product-market-codes/S11001 |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Schmidt, Wolfgang M. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY | |
Title | Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Printed edition: |
International Standard Book Number | 9783540644651 |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Printed edition: |
International Standard Book Number | 9783662200780 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Lecture Notes in Mathematics, |
-- | 0075-8434 ; |
Volume number/sequential designation | 1688 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | https://doi.org/10.1007/BFb0096151 |
912 ## - | |
-- | ZDB-2-SMA |
912 ## - | |
-- | ZDB-2-LNM |
912 ## - | |
-- | ZDB-2-BAE |
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