Markov processes, Gaussian processes, and local times
By: Michael B. Marcus, Jay Rosen
Contributors: Rosen, Jay, 1948-
Series: Cambridge studies in advanced mathematics -- 100; Cambridge studies in advanced mathematics -- 100.
Publisher: Cambridge University Press
Published: 2006
Place of publication: New York
Language: eng
Format: [electronic resource] /
Number of pages: 620
ISBN-13: 9780511246968; 9780511244810; 9780511245565
Subjects: Stochastic Processes; Gaussian processes; Local times (Stochastic processes); Probability & Statistics; MATHEMATICS; Markov processes
Description: 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.
Notes: Includes bibliographical references (p. 603-610) and indexes.

Description based on print version record.
Table of contents: title: 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.