Book contents
- Frontmatter
- 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
- 11 Most visited sites of symmetric stable processes
- 12 Local times of diffusions
- 13 Associated Gaussian processes
- 14 Appendix
- References
- Index of notation
- Author index
- Subject index
References
Published online by Cambridge University Press: 24 February 2010
Book contents
- Frontmatter
- 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
- 11 Most visited sites of symmetric stable processes
- 12 Local times of diffusions
- 13 Associated Gaussian processes
- 14 Appendix
- References
- Index of notation
- Author index
- Subject index
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- Markov Processes, Gaussian Processes, and Local Times , pp. 603 - 610Publisher: Cambridge University PressPrint publication year: 2006