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1、P1:JZP0521863007Printer:cupusbw0521863007preMay17,200618:4CharCount=0CAMBRIDGESTUDIESINADVANCEDMATHEMATICS100MARKOVPROCESSES,GAUSSIANPROCESSES,ANDLOCALTIMESWrittenbytwooftheforemostresearchersinthe?eld,thisbookstud-iesthelocaltimesofMarkovprocessesbyemployingisomorph
2、ismtheo-remsthatrelatethemtocertainassociatedGaussianprocesses.Itbuildstothismaterialthroughself-containedbutharmonized“mini-courses”ontherelevantingredients,whichassumeonlyknowledgeofmeasure-theoreticprobability.Thestreamlinedselectionoftopicscreatesaneasyentrancefo
3、rstudentsandexpertsinrelated?elds.ThebookstartsbydevelopingthefundamentalsofMarkovprocesstheoryandthenofGaussianprocesstheory,includingsamplepathprop-erties.Itthenproceedstomoreadvancedresults,bringingthereadertotheheartofcontemporaryresearch.Itpresentstheremarkablei
4、somor-phismtheoremsofDynkinandEisenbaumandthenshowshowtheycanbeappliedtoobtainnewpropertiesofMarkovprocessesbyusingwell-establishedtechniquesinGaussianprocesstheory.Thisoriginal,readablebookwillappealtobothresearchersandadvancedgraduatestudents.iP1:JZP0521863007Print
5、er:cupusbw0521863007preMay17,200618:4CharCount=0CambridgeStudiesinAdvancedMathematicsEditorialBoard:BelaBollobas,WilliamFulton,AnatoleKatok,FrancesKirwan,PeterSarnak,BarrySimon,BurtTotaroAllthetitleslistedbelowcanbeobtainedfromgoodbooksellersorfromCambridgeUniversity
6、Press.Foracompleteserieslisting,visithttp://www.cambridge.org/us/mathematicsRecentlypublished71R.BleiAnalysisinIntegerandFractionalDimensions72F.Borceux&G.JanelidzeGaloisTheories73B.BollobasRandomGraphs2ndEdition74R.M.DudleyRealAnalysisandProbability2ndEdition75T.She
7、il-SmallComplexPolynomials76C.VoisinHodgeTheoryandComplexAlgebraicGeometryI77C.VoisinHodgeTheoryandComplexAlgebraicGeometryII78V.PaulsenCompletelyBoundedMapsandOperatorAlgebras79F.Gesztesy&H.HoldenSolitonEquationsandTheirAlgebra-GeometricSolutionsI81S.MukaiAnIntroduc
8、tiontoInvariantsandModuli82G.TourlakisLecturesinLogicandSetTheoryI83G.TourlakisLecturesinLogicandSetTheoryII84R.A.BaileyAssociation
