Continuous strong Markov processes in dimension one : a stochastic calculus approach /
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| Author / Creator: | Assing, Sigurd, 1965- |
|---|---|
| Imprint: | New York : Springer, 1998. |
| Description: | xii, 135 p. |
| Language: | English |
| Series: | Lecture notes in mathematics, 0075-8434 ; 1688 Lecture notes in mathematics (Springer-Verlag) ; 1688. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/3154566 |
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| 008 | 980420s1998 nyu b 001 0 eng | ||
| 010 | |a 98022867 | ||
| 020 | |a 3540644652 (pbk. : alk. paper) | ||
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| 050 | 0 | 0 | |a QA3 |b .L28 no. 1688 |a QA274.7 |
| 082 | 0 | 0 | |a 510 s |a 519.2/83 |2 21 |
| 100 | 1 | |a Assing, Sigurd, |d 1965- |0 http://id.loc.gov/authorities/names/n98036741 |1 http://viaf.org/viaf/69249027 | |
| 245 | 1 | 0 | |a Continuous strong Markov processes in dimension one : |b a stochastic calculus approach / |c Sigurd Assing, Wolfgang Schmidt. |
| 260 | |a New York : |b Springer, |c 1998. | ||
| 300 | |a xii, 135 p. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
| 337 | |a unmediated |b n |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/n | ||
| 338 | |a volume |b nc |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/nc | ||
| 490 | 1 | |a Lecture notes in mathematics, |x 0075-8434 ; |v 1688 | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | 0 | |g I. |t Basic Concepts and Preparatory Results. |g I.1. |t Basic Probability Structure. |g I.2. |t Strong Markov Processes. |g I.3. |t Semimartingales. |g I.4. |t Local Times and the Generalized Ito-formula. |g I.5. |t Random Time Change. |g I.6. |t Equality of Distributions. |g I.7. |t Extension of the Basic Probability Structure -- |g II. |t Classification of the Points of the State Space. |g II.1. |t Classification of the Points. |g II.2. |t Decomposition of the State Space. |g II.3. |t Auxiliary Results -- |g III. |t Weakly Additive Functionals and Time Change of Strong Markov Processes -- |g IV. |t Semimartingale Decomposition of Continuous Strong Markov Semimartingales. |g IV.1. |t Continuous Strong Markov Processes with Increasing Paths. |g IV.2. |t Intrinsic Structure of the Finite Variation Part in the Semimartingale Decomposition -- |g V. |t Occupation Time Formula. |g V.1. |t Speed Measure. |g V.2. |t Occupation Time Formula -- |g VI. |t Construction of Continuous Strong Markov Processes -- |g VII. |t Continuous Strong Markov Semimartingales as Solutions of Stochastic Differential Equations. |g VII.1. |t Equations with Generalized Drift. |g VII.2. |t Equations with Ordinary Drift. |g VII.3. |t Fundamental Examples of Non-regular Diffusions. |
| 650 | 0 | |a Markov processes. |0 http://id.loc.gov/authorities/subjects/sh85081369 | |
| 650 | 0 | |a Stochastic integral equations. |0 http://id.loc.gov/authorities/subjects/sh85128179 | |
| 650 | 7 | |a Markov processes. |2 fast |0 http://id.worldcat.org/fast/fst01010347 | |
| 650 | 7 | |a Stochastic integral equations. |2 fast |0 http://id.worldcat.org/fast/fst01133511 | |
| 700 | 1 | |a Schmidt, W. |q (Wolfgang) |1 http://viaf.org/viaf/109199282 | |
| 830 | 0 | |a Lecture notes in mathematics (Springer-Verlag) ; |v 1688. | |
| 901 | |a ToCBNA | ||
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| 999 | f | f | |i 67818543-aa2e-5017-a0fe-fef909a6483b |s d2649921-6f64-5241-93ef-ed4500239a7a |
| 928 | |t Library of Congress classification |a QA274.7.A875 1998 |l ASR |c ASR-SciASR |i 4110212 | ||
| 927 | |t Library of Congress classification |a QA274.7.A875 1998 |l ASR |c ASR-SciASR |e CRERAR |b 49444404 |i 5501028 | ||
