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Author(s): | Sigurd Assing, Wolfgang M. Schmidt | |||
Collection: | Lecture Notes in Mathematics 1688 | |||
Publisher: | Springer-Verlag Berlin Heidelberg | |||
Year: | 1998 | |||
Language: | English | |||
Pages: | 145 pages | |||
Size: | 822 KB | |||
Extension: | DJVU | |||
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[content title="Description"]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. [/content]
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[content title="About the author"]Dr Sigurd Assing works mostly in probability theory, with particular interest in: random processes, stochastic analysis, statistical mechanics and stochastic control.Wolfgang M. Schmidt (born 3 October 1933, Vienna, Austria) is a mathematician working in the area of number theory. He studied mathematics at the University of Vienna, where he received his PhD, which was supervised by Edmund Hlawka, in 1955. Wolfgang Schmidt is a Professor Emeritus from the University of Colorado at Boulder and a member of the Austrian Academy of Sciences and the Polish Academy of Sciences.
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