Markov processes, Gaussian processes, and local times
Marcus, Michael B.
creator
Rosen, Jay
1948-
text
bibliography
Electronic books.
Electronic books.
nyu
New York
Cambridge University Press
2006
monographic
eng
1 online resource (x, 620 pages).
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.
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.
Michael B. Marcus, Jay Rosen.
Includes bibliographical references (pages 603-610) and indexes.
Markov processes
Gaussian processes
Local times (Stochastic processes)
MATHEMATICS
Probability & Statistics
Stochastic Processes
Gaussian processes
Local times (Stochastic processes)
Markov processes
QA274.7 .M35 2006eb
Markov processes, Gaussian processes, and local times
Marcus, Michael B.
New York : Cambridge University Press, 2006
(DLC) 2006042511
(OCoLC)71362745
Cambridge studies in advanced mathematics ; 100
9780511246968
051124696X
0511244819
9780511244810
0511245564
9780511245565
0521863007
9780521863001
2006042511
https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=e000xna&AN=171889
N$T
070730
20210426223911.6
11812798
eng