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Markov Processes, Gaussian Processes...
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  • Markov Processes, Gaussian Processes, and Local Times.[electronic resource].
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    杜威分類號: 519.233
    書名/作者: Markov Processes, Gaussian Processes, and Local Times.
    作者: Marcus, Michael B.
    其他作者: Rosen, Jay.
    出版者: Leiden : : Cambridge University Press,, 2006.
    面頁冊數: 632 p.
    標題: Markov processes.
    ISBN: 9780511617997 (electronic bk.)
    ISBN: 9780521863001 (print)
    內容註: 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
    摘要、提要註: 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.
    電子資源: Click here to view book
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