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Markov Processes, Gaussian Processes...

Marcus, Michael B.

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Markov Processes, Gaussian Processes, and Local Times.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Markov Processes, Gaussian Processes, and Local Times./
Author:	Marcus, Michael B.
other author:	Rosen, Jay.
Published:	Leiden :Cambridge University Press, : 2006.,
Description:	632 p.
[NT 15003449]:	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
[NT 15003449]:	Chapter 14 AppendixReferences; Index of notation; Author index; Subject index
Subject:	Markov processes. -
Online resource:	http://dx.doi.org/10.1017/CBO9780511617997Click here to view book
ISBN:	9780511617997 (electronic bk.)

Markov Processes, Gaussian Processes, and Local Times.
Marcus, Michael B.

Markov Processes, Gaussian Processes, and Local Times.[electronic resource]. - Leiden :Cambridge University Press,2006. - 632 p.

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

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.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511617997 (electronic bk.)Subjects--Topical Terms:

532104
Markov processes.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: QA274.7 .M35 2006eb

Dewey Class. No.: 519.233

Markov Processes, Gaussian Processes, and Local Times.
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020 $a 9780511617997 (electronic bk.)
020 $a 9780521863001 (print)
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082 0 0 $a 519.233
100 1 $a Marcus, Michael B. $3 752530
245 1 0 $a Markov Processes, Gaussian Processes, and Local Times. $h [electronic resource].
260 $a Leiden : $b Cambridge University Press, $c 2006.
300 $a 632 p.
505 0 $a 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
505 8 $a Chapter 14 AppendixReferences; Index of notation; Author index; Subject index
520 $a 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.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Markov processes. $3 532104
655 7 $a Electronic books. $2 lcsh $3 542853
700 1 $a Rosen, Jay. $3 1899551
710 2 $a Ebooks Corporation. $3 1314793
776 1 $z 9780521863001
856 4 0 $z Click here to view book $u http://dx.doi.org/10.1017/CBO9780511617997