Lecture Notes in Mathematics

A Stochastic Calculus Approach

By: Sigurd Assing, Wolfgang M. Schmidt

Write A Review

Paperback | 20 May 1998

At a Glance

Paperback
152 Pages

Dimensions(cm)
24.13 x 16.51 x 1.27

Paperback

$44.99

or 4 interest-free payments of $11.25 with

or

Ships in 5 to 7 business days

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.

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.

Defective items

If there is a problem with any of the items received for your order then the Booktopia Customer Care team is ready to assist you.

For more info please visit our Help Centre.

More in Probability & Statistics

Statistics and Data Handling for Biologists

A Student's Guide

Hardcover

RRP $140.00

$111.99

20%
OFF

The Maths Book

Big Ideas Simply Explained

Hardcover

RRP $45.00

$35.75

21%
OFF

Data Science and Social Research III : Epistemology, Methods, Technology, Applications, and Relation to Artificial Intelligence - Biagio Aragona

$22.99

15%
OFF

Applied Multivariate Statistical Analysis : Volume 1 - Nancy Maxwell

$20.75

23%
OFF

Calling Bullshit

The Art of Scepticism in a Data-Driven World

Paperback

RRP $26.99

$22.99

15%
OFF

The Art of Statistics

Learning from Data

Paperback

RRP $26.99

$22.99

15%
OFF

Freakonomics : A Rogue Economist Explores the Hidden Side of Everything - Stephen J. Dubner

$29.75

20%
OFF

Research Methods and Statistics in Psychology

8th Edition

Paperback

RRP $112.00

$85.75

23%
OFF

The Black Swan

The Impact of the Highly Improbable

Paperback

RRP $26.99

$22.99

15%
OFF

Everything Is Predictable

How Bayes' Remarkable Theorem Explains the World

Paperback

RRP $24.99

$21.75

13%
OFF

The Book Of Why

New Science Of Cause And Effect

Paperback

RRP $26.99

$22.99

15%
OFF

The Signal and the Noise

The Art and Science of Prediction

Paperback

RRP $27.99

$23.75

15%
OFF

How the World Really Works

A Scientist's Guide to Our Past, Present, and Future

Paperback

RRP $26.99

$22.99

15%
OFF

Hoop Atlas

Mapping the Remarkable Transformation of the Modern NBA

Hardcover

RRP $70.00

$51.75

26%
OFF

Statistics for Ecologists Using R and Excel, 2nd edition : Data Collection, Exploration, Analysis and Presentation : Data in the Wild - Mark Gardener

$81.75

13%
OFF

Preface
Basic Concepts and Preparatory Results	p. 1
Basic Probability Structure	p. 1
Strong Markov Processes	p. 2
Semimartingales	p. 3
Local Times and the Generalized Ito-formula	p. 5
Random Time Change	p. 10
Equality of Distributions	p. 11
Extension of the Basic Probability Structure	p. 12
Classification of the Points of the State Space	p. 15
Classification of the Points	p. 15
Decomposition of the State Space	p. 16
Auxiliary Results	p. 19
Weakly Additive Functionals and Time Change of Strong Markov Processes	p. 27
Semimartingale Decomposition of Continuous Strong Markov Semimartingales	p. 33
Continuous Strong Markov Processes with Increasing Paths	p. 33
Intrinsic Structure of the Finite Variation Part in the Semimartingale Decomposition	p. 34
Occupation Time Formula	p. 53
Speed Measure	p. 53
Occupation Time Formula	p. 62
Construction of Continuous Strong Markov Processes	p. 79
Continuous Strong Markov Semimartingales as Solutions of Stochastic Differential Equations	p. 103
Equations with Generalized Drift	p. 103
Equations with Ordinary Drift	p. 107
Fundamental Examples of Non-regular Diffusions	p. 112
App. 1	p. 119
App. 2	p. 127
References	p. 133
Index	p. 136
Symbols	p. 137
Table of Contents provided by Blackwell. All Rights Reserved.

Lecture Notes in Mathematics

A Stochastic Calculus Approach

At a Glance

Paperback

Shipping

How to return your order

Defective items

You Can Find This Book In

More in Probability & Statistics

Statistics and Data Handling for Biologists

A Student's Guide

The Maths Book

Big Ideas Simply Explained

Data Science and Social Research III

Epistemology, Methods, Technology, Applications, and Relation to Artificial Intelligence

Introductory Statistics

Fooled By Randomness

The Hidden Role of Chance in Life and in the Markets

Applied Multivariate Statistical Analysis

Volume 1

Foundations of Statistics

Sampling Theory and Practice

Probability and Statistics for Science and Engineering

Practical Statistics

Statistics without Tears

An Introduction for Non-Mathematicians

Calling Bullshit

The Art of Scepticism in a Data-Driven World

The Art of Statistics

Learning from Data

Freakonomics

A Rogue Economist Explores the Hidden Side of Everything

Numbers Tell Stories

How Data Can Reveal the Surprising Truths About Our World

Research Methods and Statistics in Psychology

8th Edition

The Black Swan

The Impact of the Highly Improbable

Everything Is Predictable

How Bayes' Remarkable Theorem Explains the World

The Book Of Why

New Science Of Cause And Effect

The Signal and the Noise

The Art and Science of Prediction

How the World Really Works

A Scientist's Guide to Our Past, Present, and Future

Hoop Atlas

Mapping the Remarkable Transformation of the Modern NBA

Statistics for Ecologists Using R and Excel, 2nd edition : Data Collection, Exploration, Analysis and Presentation

Data in the Wild

Introduction to Medical Statistics

4th edition

This product is categorised by