Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach (Lecture Notes in Mathematics, 1688)
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Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach (Lecture Notes in Mathematics, 1688)

by Sigurd Assing, Wolfgang M. Schmidt

mathematical analysis probability theory Stochastic Processes
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This specialized volume examines continuous strong Markov processes in one dimension through a stochastic calculus approach. Written by Sigurd Assing and Wolfgang M. Schmidt, it belongs to the Lecture Notes in Mathematics series and offers a focused mathematical reference for readers interested in stochastic analysis.

About This Book

Continuous Strong Markov Processes in Dimension One presents a focused study of one-dimensional stochastic processes.

The book approaches its subject through stochastic calculus, as indicated by its subtitle.

It is part of the Lecture Notes in Mathematics series and is authored by Sigurd Assing and Wolfgang M. Schmidt.

This volume is suited to readers seeking a specialized mathematical reference on Markov processes and stochastic analysis.

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I will be using this book for: