Continuous strong Markov processes in dimension one: a stochastic calculus approach
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Deutsch |
| Veröffentlicht: |
Berlin [u.a.]
Springer
1998
|
| Schriftenreihe: | Lecture notes in mathematics
1688 |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008047308&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | XII, 135 S. |
| ISBN: | 3540644652 |
Internformat
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| 245 | 1 | 0 | |a Continuous strong Markov processes in dimension one |b a stochastic calculus approach |c Sigurd Assing ; Wolfgang M. Schmidt |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 1998 | |
| 300 | |a XII, 135 S. | ||
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Datensatz im Suchindex
| DE-BY-TUM_call_number | 0102 MAT 001z 2001 B 999-1688 |
|---|---|
| DE-BY-TUM_katkey | 942362 |
| DE-BY-TUM_location | 01 |
| DE-BY-TUM_media_number | 040020227150 |
| _version_ | 1821931387187363840 |
| adam_text | Table of Contents
Preface VII
I. Basic Concepts and Preparatory Results 1
1.1 Basic Probability Structure 1
1.2 Strong Markov Processes 2
1.3 Semimartingales 3
1.4 Local Times and the Generalized Ito formula 5
1.5 Random Time Change 10
1.6 Equality of Distributions 11
1.7 Extension of the Basic Probability Structure 12
II. Classification of the Points of the State Space 15
11.1 Classification of the Points 15
11.2 Decomposition of the State Space 16
11.3 Auxiliary Results 19
III. Weakly Additive Functionals and Time Change of Strong
Markov Processes 27
IV. Semimartingale Decomposition of Continuous Strong Mar¬
kov Semimartingales 33
IV. 1 Continuous Strong Markov Processes with Increasing Paths 33
IV.2 Intrinsic Structure of the Finite Variation Part in the Semi¬
martingale Decomposition 34
V. Occupation Time Formula 53
V.I Speed Measure 53
V.2 Occupation Time Formula 62
VI. Construction of Continuous Strong Markov Processes ... 79
VII. Continuous Strong Markov Semimartingales as Solutions
of Stochastic Differential Equations 103
VII. 1 Equations with Generalized Drift 103
VII.2 Equations with Ordinary Drift 107
XII Table of Contents
VII.3 Fundamental Examples of Non regular Diffusions 112
Appendix 1 119
Appendix 2 127
References 133
Index 136
Symbols 137
|
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| author | Assing, Sigurd 1965- Schmidt, Wolfgang M. 1933- |
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| dewey-ones | 510 - Mathematics |
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| discipline | Mathematik |
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| id | DE-604.BV011907109 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T10:20:54Z |
| institution | BVB |
| isbn | 3540644652 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008047308 |
| oclc_num | 246274781 |
| open_access_boolean | |
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| physical | XII, 135 S. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Springer |
| record_format | marc |
| series | Lecture notes in mathematics |
| series2 | Lecture notes in mathematics |
| spellingShingle | Assing, Sigurd 1965- Schmidt, Wolfgang M. 1933- Continuous strong Markov processes in dimension one a stochastic calculus approach Lecture notes in mathematics Markov processes Stochastic integral equations Stetiger Markov-Prozess (DE-588)4183164-0 gnd |
| subject_GND | (DE-588)4183164-0 |
| title | Continuous strong Markov processes in dimension one a stochastic calculus approach |
| title_auth | Continuous strong Markov processes in dimension one a stochastic calculus approach |
| title_exact_search | Continuous strong Markov processes in dimension one a stochastic calculus approach |
| title_full | Continuous strong Markov processes in dimension one a stochastic calculus approach Sigurd Assing ; Wolfgang M. Schmidt |
| title_fullStr | Continuous strong Markov processes in dimension one a stochastic calculus approach Sigurd Assing ; Wolfgang M. Schmidt |
| title_full_unstemmed | Continuous strong Markov processes in dimension one a stochastic calculus approach Sigurd Assing ; Wolfgang M. Schmidt |
| title_short | Continuous strong Markov processes in dimension one |
| title_sort | continuous strong markov processes in dimension one a stochastic calculus approach |
| title_sub | a stochastic calculus approach |
| topic | Markov processes Stochastic integral equations Stetiger Markov-Prozess (DE-588)4183164-0 gnd |
| topic_facet | Markov processes Stochastic integral equations Stetiger Markov-Prozess |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008047308&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000676446 |
| work_keys_str_mv | AT assingsigurd continuousstrongmarkovprocessesindimensiononeastochasticcalculusapproach AT schmidtwolfgangm continuousstrongmarkovprocessesindimensiononeastochasticcalculusapproach |
Inhaltsverzeichnis
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Teilbibliothek Mathematik & Informatik
| Signatur: |
0102 MAT 001z 2001 B 999-1688 Lageplan |
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| Exemplar 1 | Ausleihbar Am Standort |