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Markov Processes, Gaussian Processes, and Local Times. [electronic resource]
- 作者： Marcus, Michael B.
- 其他作者：
- 出版： Leiden : Cambridge University Press
- 主題： Markov processes , Electronic books.
- ISBN： 9780511243318 (electronic bk.) 、 9780521863001 (print)
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FIND@SFXID:
CGU
- 資料類型: 電子書
- 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 Chapter 14 AppendixReferences; Index of notation; Author index; Subject index
- 摘要註: 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.
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讀者標籤：
- 系統號： 005038518 | 機讀編目格式
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