Excursions of Markov Processes

Authors:

ISBN: 978-1-4684-9414-3 (Print) 978-1-4684-9412-9 (Online)

Table of contents (7 chapters)

  1. Front Matter

    Pages i-xi

  2. No Access

    Chapter

    Pages 1-37

    Markov Processes

  3. No Access

    Chapter

    Pages 38-73

    Examples

  4. No Access

    Chapter

    Pages 74-109

    Point Processes of Excursions

  5. No Access

    Chapter

    Pages 110-131

    Brownian Excursion

  6. No Access

    Chapter

    Pages 132-182

    Itô’s Synthesis Theorem

  7. No Access

    Chapter

    Pages 183-219

    Excursions and Local Time

  8. No Access

    Chapter

    Pages 220-269

    Excursions Away From a Set

  9. Back Matter

    Pages 270-276