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9780521863001

Markov Processes, Gaussian Processes, And Local Times

Markov Processes, Gaussian Processes, And Local Times
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  • ISBN-13: 9780521863001
  • ISBN: 0521863007
  • Edition: 1
  • Publication Date: 2006
  • Publisher: Cambridge University Press

AUTHOR

Marcus, Michael B., Rosen, Jay

SUMMARY

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 book is for researchers and advanced graduate students.Marcus, Michael B. is the author of 'Markov Processes, Gaussian Processes, And Local Times ', published 2006 under ISBN 9780521863001 and ISBN 0521863007.

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