{"product_id":"continuous-strong-markov-processes-in-dimension-one-a-stochastic-calculus-approach-von-sigurd-assing-wolfgang-m-schmidt","title":"Continuous Strong Markov Processes in Dimension One","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.\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783540644651\"\u003e\u003ch3\u003eA Stochastic Calculus Approach\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783540644651","offer_id":39437433471069,"sku":"9783540644651","price":28.84,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/b2e8a2ec-4215-431d-bb69-de8b04f6b902.jpg?v=1772256100","url":"https:\/\/shop.autorenwelt.de\/products\/continuous-strong-markov-processes-in-dimension-one-a-stochastic-calculus-approach-von-sigurd-assing-wolfgang-m-schmidt","provider":"Autorenwelt Shop","version":"1.0","type":"link"}