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Continuous strong Markov processes in dimension one : a stochastic calculus approach / / Sigurd Assing, Wolfgang M. Schmidt
| Continuous strong Markov processes in dimension one : a stochastic calculus approach / / Sigurd Assing, Wolfgang M. Schmidt |
| Autore | Assing Sigurd <1965-> |
| Edizione | [1st ed. 1998.] |
| Pubbl/distr/stampa | Berlin : , : Springer, , [1998] |
| Descrizione fisica | 1 online resource (XII, 140 p.) |
| Disciplina | 519.233 |
| Collana | Lecture notes in mathematics |
| Soggetto topico |
Markov processes
Stochastic integral equations |
| ISBN | 3-540-69786-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNISA-996466872203316 |
Assing Sigurd <1965->
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| Berlin : , : Springer, , [1998] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Continuous Strong Markov Processes in Dimension One : A Stochastic Calculus Approach / / by Sigurd Assing, Wolfgang M. Schmidt
| Continuous Strong Markov Processes in Dimension One : A Stochastic Calculus Approach / / by Sigurd Assing, Wolfgang M. Schmidt |
| Autore | Assing Sigurd <1965-> |
| Edizione | [1st ed. 1998.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1998 |
| Descrizione fisica | 1 online resource (XII, 140 p.) |
| Disciplina | 519.233 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Probabilities
Statistics Probability Theory Statistical Theory and Methods |
| ISBN |
9783540697862
3540697861 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910146302003321 |
|
Assing Sigurd <1965->
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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