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Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach
Original price was: ₹3,110.00.₹2,488.00Current price is: ₹2,488.00.
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.
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.
Additional information
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Book information
Edition
1st Edition
ISBN [Softcover]
9783540644651
Publisher
Springer
Year
1998
Pages
XII, 140 p.
Series Title
Lecture Notes in Mathematics
Language
English
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