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Continuous strong Markov processes in dimension one: a stochastic calculus approach
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...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Springer
1998
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| Acceso en línea: | https://dx.doi.org/10.1007/BFb0096151 http://cds.cern.ch/record/1691682 |