03004nam 2200637 450 991014630200332120220305161033.03-540-69786-110.1007/BFb0096151(CKB)1000000000437325(SSID)ssj0000322306(PQKBManifestationID)12072432(PQKBTitleCode)TC0000322306(PQKBWorkID)10282315(PQKB)11479474(DE-He213)978-3-540-69786-2(MiAaPQ)EBC5595683(Au-PeEL)EBL5595683(OCoLC)1076257736(MiAaPQ)EBC6842884(Au-PeEL)EBL6842884(OCoLC)1293243309(PPN)155163469(EXLCZ)99100000000043732520220305d1998 uy 0engurnn|008mamaatxtccrContinuous strong Markov processes in dimension one a stochastic calculus approach /Sigurd Assing, Wolfgang M. Schmidt1st ed. 1998.Berlin :Springer,[1998]©19981 online resource (XII, 140 p.) Lecture notes in mathematics ;1688Bibliographic Level Mode of Issuance: Monograph3-540-64465-2 Includes bibliographical references and index.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.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.Lecture notes in mathematics (Springer-Verlag) ;1688.Markov processesStochastic integral equationsMarkov processes.Stochastic integral equations.519.233Assing Sigurd1965-61858Schmidt W(Wolfgang),1957-MiAaPQMiAaPQMiAaPQBOOK9910146302003321Continuous strong Markov processes in dimension one261852UNINA