Markov processes, Gaussian processes, and local times /

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Bibliographic Details
Author / Creator:Marcus, Michael B.
Imprint:New York : Cambridge University Press, 2006.
Description:1 online resource (x, 620 pages).
Language:English
Series:Cambridge studies in advanced mathematics ; 100
Cambridge studies in advanced mathematics ; 100.
Subject:Markov processes.
Gaussian processes.
Local times (Stochastic processes)
MATHEMATICS -- Probability & Statistics -- Stochastic Processes.
Gaussian processes.
Local times (Stochastic processes)
Markov processes.
Electronic books.
Electronic books.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11812798
Hidden Bibliographic Details
Other authors / contributors:Rosen, Jay, 1948-
ISBN:9780511246968
051124696X
0511244819
9780511244810
0511245564
9780511245565
0521863007
9780521863001
Notes:Includes bibliographical references (pages 603-610) and indexes.
Print version record.
Summary: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.
Other form:Print version: Marcus, Michael B. Markov processes, Gaussian processes, and local times. New York : Cambridge University Press, 2006 9780521863001 0521863007
Standard no.:9780521863001
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490 1 |a Cambridge studies in advanced mathematics ;  |v 100 
504 |a Includes bibliographical references (pages 603-610) and indexes. 
520 |a 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. 
505 0 |a 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. 
588 0 |a Print version record. 
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650 0 |a Gaussian processes.  |0 http://id.loc.gov/authorities/subjects/sh85053558 
650 0 |a Local times (Stochastic processes)  |0 http://id.loc.gov/authorities/subjects/sh99005510 
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650 7 |a Local times (Stochastic processes)  |2 fast  |0 (OCoLC)fst01001522 
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