
Tell your friends about this item:
Markov Processes, Gaussian Processes, and Local Times - Cambridge Studies in Advanced Mathematics
Marcus, Michael B. (City University of New York)
Markov Processes, Gaussian Processes, and Local Times - Cambridge Studies in Advanced Mathematics
Marcus, Michael B. (City University of New York)
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.
630 pages
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | July 24, 2006 |
ISBN13 | 9780521863001 |
Publishers | Cambridge University Press |
Pages | 632 |
Dimensions | 162 × 230 × 40 mm · 964 g |
Language | English |
Series Editor | Bollobas, B. |
Series Editor | Fulton, W. |
Series Editor | Katok, A. |
Series Editor | Kirwan, F. |
Series Editor | Sarnak, P. |
Series Editor | Simon, B. |
Series Editor | Totaro, B. |