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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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Add Markov Processes, Gaussian Processes, and Local Times, Written by two foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harm, Markov Processes, Gaussian Processes, and Local Times to the inventory that you are selling on WonderClubX
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Add Markov Processes, Gaussian Processes, and Local Times, Written by two foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harm, Markov Processes, Gaussian Processes, and Local Times to your collection on WonderClub |