Markov processes, Gaussian processes, and local times /

Saved in:
Bibliographic Details
Author / Creator:Marcus, Michael B.
Imprint:New York : Cambridge University Press, 2006.
Description:1 online resource (x, 620 pages).
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:
Hidden Bibliographic Details
Other authors / contributors:Rosen, Jay, 1948-
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
Table of Contents:
  • 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.