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Markov Processes, Gaussian Processes, and Local Times

Michael B. Marcus and Jay Rosen
Publisher: 
Cambridge University Press
Publication Date: 
2006
Number of Pages: 
620
Format: 
Hardcover
Series: 
Cambridge Studies in Advanced Mathematics 100
Price: 
90.00
ISBN: 
9780521863001
Category: 
Monograph
We do not plan to review this book.

 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; 7. Moduli of continuity; 8. Isomorphism theorems; 9. Sample path properties of local times; 10. p-Variation; 11. Most visited site; 12. Local times of diffusions; 13. Associated Gaussian processes; Appendices: A. Kolmogorov’s theorem for path continuity; B. Bessel processes; C. Analytic sets and the projection theorem; D. Hille-Yosida theorem; E. Stone-Weierstrass theorems; F. Independent random variables; G. Regularly varying functions; H. Some useful inequalities; I. Some linear algebra; References; Index.

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