LEADER 03002nam 2200637 450 001 996466872203316 005 20220305161033.0 010 $a3-540-69786-1 024 7 $a10.1007/BFb0096151 035 $a(CKB)1000000000437325 035 $a(SSID)ssj0000322306 035 $a(PQKBManifestationID)12072432 035 $a(PQKBTitleCode)TC0000322306 035 $a(PQKBWorkID)10282315 035 $a(PQKB)11479474 035 $a(DE-He213)978-3-540-69786-2 035 $a(MiAaPQ)EBC5595683 035 $a(Au-PeEL)EBL5595683 035 $a(OCoLC)1076257736 035 $a(MiAaPQ)EBC6842884 035 $a(Au-PeEL)EBL6842884 035 $a(OCoLC)1293243309 035 $a(PPN)155163469 035 $a(EXLCZ)991000000000437325 100 $a20220305d1998 uy 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aContinuous strong Markov processes in dimension one $ea stochastic calculus approach /$fSigurd Assing, Wolfgang M. Schmidt 205 $a1st ed. 1998. 210 1$aBerlin :$cSpringer,$d[1998] 210 4$dİ1998 215 $a1 online resource (XII, 140 p.) 225 1 $aLecture notes in mathematics ;$v1688 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-540-64465-2 320 $aIncludes bibliographical references and index. 327 $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. 330 $aThe book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes using methods of stochastic calculus. Departing from the classical approaches, a unified investigation of regular as well as arbitrary non-regular diffusions is provided. A general construction method for such processes, based on a generalization of the concept of a perfect additive functional, is developed. The intrinsic decomposition of a continuous strong Markov semimartingale is discovered. The book also investigates relations to stochastic differential equations and fundamental examples of irregular diffusions. 410 0$aLecture notes in mathematics (Springer-Verlag) ;$v1688. 606 $aMarkov processes 606 $aStochastic integral equations 615 0$aMarkov processes. 615 0$aStochastic integral equations. 676 $a519.233 700 $aAssing$b Sigurd$f1965-$061858 702 $aSchmidt$b W$g(Wolfgang),$f1957- 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a996466872203316 996 $aContinuous strong Markov processes in dimension one$9261852 997 $aUNISA