Markov Processes, Gaussian Processes, and Local Times

Name: Markov Processes, Gaussian Processes, and Local Times
Author: Michael B. (City University of New York) Marcus

Michael B. (City University of New York) Marcus, Jay (City University of New York) Rosen

Cambridge University Press

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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.

Výběr knih vydavatele Cambridge University Press