Markov processes, Gaussian processes, and local times /

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Bibliographic Details
Author / Creator:Marcus, Michael B.
Imprint:Cambridge ; New York : Cambridge University Press, 2006.
Description:x, 620 p. ; 24 cm.
Language:English
Series:Cambridge studies in advanced mathematics ; 100
Subject:Markov processes.
Gaussian processes.
Local times (Stochastic processes)
Gaussian processes.
Local times (Stochastic processes)
Markov processes.
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/6117539
Hidden Bibliographic Details
Other authors / contributors:Rosen, Jay, 1948-
ISBN:0521863007 (hardback)
Notes:Includes bibliographical references (p. 603-610) and indexes.
Standard no.:9780521863001
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505 0 0 |g 1.  |t Introduction --  |g 2.  |t Brownian motion and Ray-Knight theorems --  |g 3.  |t Markov processes and local times --  |g 4.  |t Constructing Markov processes --  |g 5.  |t Basic properties of Gaussian processes --  |g 6.  |t Continuity and boundedness of Gaussian processes --  |g 7.  |t Moduli of continuity for Gaussian processes --  |g 8.  |t Isomorphism theorems --  |g 9.  |t Sample path properties of local times --  |g 10.  |t p-variation --  |g 11.  |t Most visited sites of symmetric stable processes --  |g 12.  |t Local times of diffusions --  |g 13.  |t Associated Gaussian processes --  |g 14.  |t Appendix. 
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