Continuous strong markov processes in dimension one: a stochastic calculus approach
Auteur :
Assing, A.
Éditeur :
Assing, A.Schmidt, W.,
ISBN :
9783540644651
Date de publication :
20 mai 1998
Dimensions :
23,5 x 15,5 x 0,8 cm
Poids :
510 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Allemagne
A study of arbitrary one-dimensional continuous strong Markov processes using methods of stochastic calculus. It provides a unified investigation of regular as well as arbitrary non-regular diffusions and a general construction method for such processes.