Limit search to available items
Book Cover
Author Marcus, Michael B.

Title Markov processes, Gaussian processes, and local times / Michael B. Marcus, Jay Rosen
Published New York : Cambridge University Press, 2006
Online access available from:
EBSCO eBook Academic Collection    View Resource Record  


Description 1 online resource (x, 620 pages)
Series Cambridge studies in advanced mathematics ; 100
Cambridge studies in advanced mathematics ; 100
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
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
Bibliography Includes bibliographical references (pages 603-610) and indexes
Notes Print version record
Subject Gaussian processes.
Local times (Stochastic processes)
Markov processes.
Form Electronic book
Author Rosen, Jay, 1948-
ISBN 0511244819
051124696X (electronic bk.)
9780511246968 (electronic bk.)