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· 제목 : Markov Processes, Gaussian Processes, and Local Times (Hardcover) 
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 응용수학
· ISBN : 9780521863001
· 쪽수 : 632쪽
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 응용수학
· ISBN : 9780521863001
· 쪽수 : 632쪽
목차
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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