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Markov Processes, Gaussian Processes...
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Marcus, Michael B.
Markov Processes, Gaussian Processes, and Local Times.
Record Type:
Electronic resources : Monograph/item
Title/Author:
Markov Processes, Gaussian Processes, and Local Times./
Author:
Marcus, Michael B.
other author:
Rosen, Jay.
Published:
Leiden :Cambridge University Press, : 2006.,
Description:
632 p.
Subject:
Markov processes. -
Online resource:
Click here to view book
ISBN:
9780511617997 (electronic bk.)
Markov Processes, Gaussian Processes, and Local Times.
Marcus, Michael B.
Markov Processes, Gaussian Processes, and Local Times.
[electronic resource]. - Leiden :Cambridge University Press,2006. - 632 p.
Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; 1 Introduction; 2 Brownian motion and Ray–Knight Theorems; 3 Markov processes and local times; 4 Constructing Markov processes; 5 Basic properties of Gaussian processes; 6 Continuity and boundedness of Gaussian processes; 7 Moduli of continuity for Gaussian processes; 8 Isomorphism Theorems; 9 Sample path properties of local times; 10 p-variation of Gaussian processes and local times; 11 Most visited sites of symmetric stable processes; 12 Local times of diffusions; Chapter 13 Associated Gaussian processes
Two foremost researchers present important advances in stochastic process theory by linking well understood (Gaussian) and less well understood (Markov) classes of processes. It builds to this material through 'mini-courses' on the relevant ingredients, which assume only measure-theoretic probability. This original, readable book is for researchers and advanced graduate students.
Electronic reproduction.
Available via World Wide Web.
Mode of access: World Wide Web.
ISBN: 9780511617997 (electronic bk.)Subjects--Topical Terms:
120448
Markov processes.
Index Terms--Genre/Form:
96803
Electronic books.
LC Class. No.: QA274.7 .M35 2006eb
Dewey Class. No.: 519.233
Markov Processes, Gaussian Processes, and Local Times.
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Markov Processes, Gaussian Processes, and Local Times.
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[electronic resource].
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Leiden :
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2006.
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Cambridge University Press,
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632 p.
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Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; 1 Introduction; 2 Brownian motion and Ray–Knight Theorems; 3 Markov processes and local times; 4 Constructing Markov processes; 5 Basic properties of Gaussian processes; 6 Continuity and boundedness of Gaussian processes; 7 Moduli of continuity for Gaussian processes; 8 Isomorphism Theorems; 9 Sample path properties of local times; 10 p-variation of Gaussian processes and local times; 11 Most visited sites of symmetric stable processes; 12 Local times of diffusions; Chapter 13 Associated Gaussian processes
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Chapter 14 AppendixReferences; Index of notation; Author index; Subject index
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Two foremost researchers present important advances in stochastic process theory by linking well understood (Gaussian) and less well understood (Markov) classes of processes. It builds to this material through 'mini-courses' on the relevant ingredients, which assume only measure-theoretic probability. This original, readable book is for researchers and advanced graduate students.
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Available via World Wide Web.
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Mode of access: World Wide Web.
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Rosen, Jay.
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Click here to view book
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http://ebooks.cambridge.org/ebook.jsf?bid=CBO9780511617997
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