Description 
1 online resource (x, 620 pages) 
Series 
Cambridge studies in advanced mathematics ; 100 

Cambridge studies in advanced mathematics ; 100

Contents 
Cover; Halftitle; Seriestitle; Title; Copyright; Dedication; Contents; 1 Introduction; 2 Brownian motion and RayKnight 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 pvariation 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 'minicourses' on the relevant ingredients, which assume only measuretheoretic probability. This original, readable book is for researchers and advanced graduate students 
Bibliography 
Includes bibliographical references (pages 603610) and indexes 
Notes 
Print version record 
Subject 
Gaussian processes.


Local times (Stochastic processes)


Markov processes.

Form 
Electronic book

Author 
Rosen, Jay, 1948

ISBN 
0511244819 

0511245564 

051124696X (electronic bk.) 

9780511244810 

9780511245565 

9780511246968 (electronic bk.) 
