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关键词:
Markov Processes, Gaussian Processes, and Local Times
书目信息
ISBN:
9780521863001(13位)
中图分类号:
O1
杜威分类号:
中文译名:
马氏过程、高斯过程与局部时
作者:
Michael B. Marcus, Jay Rosen
编者:
语种:
English
出版信息
出版社:
Cambridge University Press
出版地:
出版年:
2006
版本:
版本类型:
原版
丛书题名:
Cambridge Studies in Advanced Mathematics, 100
卷期:
文献信息
关键词:
Mathematics
前言:
摘要:
内容简介:
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.
目次:
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.
附录:
全文链接:
读者对象:
academic researchers, graduate students
实体信息
页码:
630
装帧:
Hardback
尺寸:
其它形态细节:
其它信息
原价:
USD
90.0000
原版ISBN:
其它ISBN:
图书特色:
书评:
扩展信息
Isbn:
0521863007
issue:
2006JC02
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