دانلود کتاب Continuous Strong Markov Processes in Dimension One: A stochastic calculus approach

Name: Continuous Strong Markov Processes in Dimension One: A stochastic calculus approach
Availability: InStock
Author: Sigurd Assing
ISBN: 3540644652, 9783540644651

by Sigurd Assing, Wolfgang M. Schmidt (auth.)

عنوان فارسی: مستمر فرایندهای مارکف قوی در ابعاد یک: روش تصادفی حساب دیفرانسیل و انتگرال
ناشر: Springer-Verlag Berlin Heidelberg
سال: 1998
ویرایش: 1
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 140-145
شابک: 3540644652, 9783540644651
نوع فایل: DJVU دانلود نرم افزار مطالعه
حجم: 0.80 مگابایت

گزارش تخلف

دانلود کتاب

افزودن خلاصه فارسی

جزییات کتاب

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.