Introduction |
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1 | (4) |
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Construction and properties |
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3 | (1) |
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Natural Brownian motion and the stochastic heat equation |
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3 | (1) |
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Processes on general and random time-like graphs |
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3 | (1) |
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Open questions and appendix |
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4 | (1) |
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Part 1 Construction and properties |
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5 | (72) |
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Chapter 1 Geometry of time-like graphs |
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7 | (24) |
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7 | (2) |
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9 | (4) |
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1.3 Consistent representation of a TLG*-tower, spines and (re)construction |
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13 | (3) |
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16 | (2) |
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18 | (2) |
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1.6 TLG* as a topological lattice |
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20 | (2) |
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1.7 Cell collapse transformation and the stingy algorithm |
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22 | (6) |
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1.8 TLG's with infinitely many vertices |
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28 | (3) |
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Chapter 2 Processes indexed by time-like graphs |
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31 | (18) |
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2.1 Spine-Markovian property |
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32 | (2) |
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2.2 Consistent distributions on paths |
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34 | (1) |
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2.3 Construction from a consistent family |
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35 | (9) |
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2.4 Processes on TLG's with infinite number of vertices |
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44 | (5) |
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Chapter 3 Markov properties of processes indexed by TLG's |
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49 | (14) |
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3.1 Cell-Markov properties |
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49 | (2) |
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3.2 Graph-Markovian and time-Markovian property |
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51 | (1) |
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3.3 Processes on TLG's for Markov family M |
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51 | (6) |
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3.4 Homogeneous Markov family M-p |
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57 | (4) |
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3.5 Three simple examples |
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61 | (2) |
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Chapter 4 Filtrations, martingales and stopping times |
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63 | (14) |
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4.1 Expanding the filtrations |
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63 | (4) |
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67 | (4) |
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4.3 Optional sampling theorem for martingales indexed by directed sets |
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71 | (2) |
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4.4 TLG - valued stopping times |
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73 | (2) |
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4.5 A simple coupling and branching process |
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75 | (2) |
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Part 2 Natural Brownian motion and the stochastic heat equation |
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77 | (42) |
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Chapter 5 Maximums of Gaussian processes |
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81 | (6) |
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5.1 Sequence of Brownian bridges |
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81 | (2) |
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5.2 Sequence of normal variables |
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83 | (1) |
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5.3 Some concentration and convergence results |
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84 | (3) |
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Chapter 6 Random walk and stochastic heat equation reviewed |
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87 | (24) |
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6.1 Modification of the Local Limit Theorem |
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87 | (3) |
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6.2 Approximations of the classical heat equation solution |
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90 | (7) |
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6.3 Euler method for the stochastic heat equation |
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97 | (8) |
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6.4 Convergence of interpolation of the Euler method |
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105 | (3) |
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6.5 Euler method with initial value condition and no external noise |
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108 | (3) |
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Chapter 7 Limit of the natural Brownian motion on a rhombus grid |
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111 | (8) |
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7.1 Natural Brownian motion on a rhombus grid |
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111 | (4) |
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7.2 Network of Brownian bridges |
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115 | (1) |
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115 | (4) |
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Part 3 Processes on general and random time-like graphs |
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119 | (36) |
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Chapter 8 Non-simple TLG's |
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121 | (8) |
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121 | (1) |
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8.2 Embedding TLG's into simple TLG's |
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122 | (2) |
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124 | (5) |
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Chapter 9 Processes on non-simple TLG's |
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129 | (12) |
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129 | (4) |
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9.2 Properties of constructed processes |
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133 | (3) |
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9.3 Properties for Markov family M |
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136 | (1) |
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9.4 Processes on time-like trees |
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137 | (4) |
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Chapter 10 Galton-Watson time-like trees and the Branching Markov processes |
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141 | (10) |
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10.1 TLG's with an infinite number of vertices |
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141 | (1) |
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10.2 Galton - Watson time-like tree |
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142 | (1) |
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10.3 Processes on TLG's with infinite number of vertices |
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143 | (1) |
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10.4 Natural P-Markov process |
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144 | (1) |
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10.5 Branching P-Markov process |
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144 | (5) |
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Open questions and appendix |
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149 | (2) |
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Chapter 11 Open questions |
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151 | (4) |
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11.1 Construction of process on all TLG's |
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151 | (1) |
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11.2 Reconstruction of TLG's based on the process |
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152 | (2) |
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11.3 Strong Markov property, parametrization, evolution over time,... |
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154 | (1) |
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Appendix A Independence and processes |
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155 | (10) |
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A.1 Conditional independence and expectations |
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155 | (1) |
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A.2 Construction of a conditional sequence |
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155 | (1) |
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A.3 Markov and Brownian bridges |
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156 | (3) |
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159 | (1) |
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160 | (1) |
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A.6 The stochastic heat equation |
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161 | (2) |
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A.7 Crump - Mode - Jagers trees |
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163 | (1) |
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A.8 Branching Markov processes and branching Brownian motion |
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164 | (1) |
Acknowledgments |
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165 | (2) |
Bibliography |
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167 | (2) |
Index |
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169 | |