Blumenthal R.M. — Excursions of markov processes :: Электронная библиотека попечительского совета мехмата МГУ

Главная Ex Libris Книги Журналы Статьи Серии Каталог Wanted Загрузка ХудЛит Справка Поиск по индексам Поиск Форум

Авторизация

Поиск по указателям

Blumenthal R.M. — Excursions of markov processes

Обсудите книгу на научном форуме

Нашли опечатку?
Выделите ее мышкой и нажмите Ctrl+Enter

Название: Excursions of markov processes

Автор: Blumenthal R.M.

Аннотация:

This book is about the analysis and construction of Markov processes in terms of the excursions of the path between visits to a subset of the state space. Its purpose is to attract graduate students and research mathematicians to the subject, and to acquaint them with the theory, techniques and applications of the excursion viewpoint.

Язык:

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1992

Количество страниц: 276

Добавлена в каталог: 14.09.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID

Предметный указатель

$\pi$ -system      2
(l, m, Q)-system      260
Absolutely continuous      225
Adapted to an additive family      75
Additive family of $\sigma$ -algebras      74
Additive functional      84
Additive functional, inverse of      224
Additive process      74
Bessel process      40
Boundary system      242
Brownian bridge      46
Brownian excursion      42
Brownian hedgehog      153
Brownian motion      9
Brownian motion in upper half-plane      246
Brownian motion, reflecting      12 41
Canonical realization      34
Cauchy process      247
Characteristic measure      80
Complete probability space      19
Completion      27 84
Constant drift      247
Continuous entrance      156
Continuous in probability      38
d-system      2
Delay coefficient      144
Diffusion process      41
Entrance law      104 137
Equal in law      1
Excessive ( $\lambda$ -excessive) function      85
Excessive, uniformly excessive      88
Excursion (away from b)      94
Excursion above a      200
Excursion, filtration      200
Excursion, formula      102 232
Excursion, interval      94
Excursion, local time      198
Excursion, measure      102
Excursion, raw      200 206
Exit system (previsible)      234
Exponential formula      81
Extensions      49
Filtration      7
Finite dimension distributions      1
Future beyond level a      200
Gauss kernel      9
Hille — Yosida theorem      36
Holding and jumping      42
Independent      2
Intensity measure      82
Kolmogorov’s theorem      48
L-a.e.      229
L-null      229
Levy measure      54 145
Levy system      227
Linking      42
Local time      52 60 91

Local time on V      224
Local time, excursion      198
Local time, normalized      187
Local time, standard Brownian      187
Maisonneuve — Motoo decomposition      239
Markov process      1 8
Minimal process      49 132
Minimal semi group      134
Minimal semi group, compatible with      134
Monotone class theorem      2
Motoo’s formula      240
Motoo’s hypothesis      238
Oblique reflection      247
Occupation time density      186
Optional process      108 221
Path decomposition      119
Point function      78
Point process      78
Point process of excursions      97
Point process, discrete      78
Point process, domain restriction      78
Point process, range restriction      78
Point process, stopped      79
Poisson point process      79
Potential ( $\alpha$ -potential)      25
Potential of a function      25
Potential of an additive functional      86
Previsible process      108 221
Process on the boundary      225
Process with stationary independent increments      38
Progressively measurable      16
Quasi-left-continuous      20
Random measure      82
Recurrent extension      132
Recurrent state      94
Regular $\lambda$ -potential      222
Regular point      31
Resolvent      35
Resolvent equation      35
Sample functions      10
Sawtooth process      49
Skew Brownian motion      152
Skew product diffusion      153
Sojourn      152 236
Standard process      26
State space      1
Stopped process      32
Stopping time      15
Strong Markov property      16
Subordinate      247
Subordinator      50
Terminal time      29
Time homogeneous      4 8
Time-changed process      225
Transition function, stationary      4
Transition function, sub-Markov      29
Trotter’s theorem      197

О проекте