| 000 | 03060nam a22005175i 4500 | ||
|---|---|---|---|
| 001 | 978-3-540-69786-2 | ||
| 003 | DE-He213 | ||
| 005 | 20190213151142.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 121227s1998 gw | s |||| 0|eng d | ||
| 020 |
_a9783540697862 _9978-3-540-69786-2 |
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| 024 | 7 |
_a10.1007/BFb0096151 _2doi |
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| 050 | 4 | _aQA273.A1-274.9 | |
| 050 | 4 | _aQA274-274.9 | |
| 072 | 7 |
_aPBT _2bicssc |
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_aMAT029000 _2bisacsh |
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| 072 | 7 |
_aPBT _2thema |
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| 072 | 7 |
_aPBWL _2thema |
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| 082 | 0 | 4 |
_a519.2 _223 |
| 100 | 1 |
_aAssing, Sigurd. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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| 245 | 1 | 0 |
_aContinuous Strong Markov Processes in Dimension One _h[electronic resource] : _bA stochastic calculus approach / _cby Sigurd Assing, Wolfgang M. Schmidt. |
| 264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c1998. |
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| 300 |
_aXII, 140 p. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1688 |
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| 505 | 0 | _aBasic 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 | _aThe 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 | _aDistribution (Probability theory. | |
| 650 | 0 | _aMathematical statistics. | |
| 650 | 1 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 | 2 | 4 |
_aStatistical Theory and Methods. _0http://scigraph.springernature.com/things/product-market-codes/S11001 |
| 700 | 1 |
_aSchmidt, Wolfgang M. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783540644651 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783662200780 |
| 830 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1688 |
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| 856 | 4 | 0 | _uhttps://doi.org/10.1007/BFb0096151 |
| 912 | _aZDB-2-SMA | ||
| 912 | _aZDB-2-LNM | ||
| 912 | _aZDB-2-BAE | ||
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_c9699 _d9699 |
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