Markov Processes, Gaussian Processes, and Local Times

Markov Processes, Gaussian Processes, and Local Times Two foremost researchers present important advances in stochastic process theory by linking well-understood (Gaussian) and less well-understood (Markov) classes of processes. It builds to this material through mini-courses on the relevant ingredients, which assume only measure-theoretic probability. This original, readable 2006 book is for researchers and advanced graduate students. Autor: Michael B. (City University of New York) Marcus, Jay (City University of New York) Rosen Wydawnictwo: Cambridge University Press Rok wydania: 2006 Okładka: twarda Liczba stron: 632 Wymiary: 23 x 16.2 x 4 cm Język: angielski ISBN: 9780521863001