Markov Processes, Gaussian Processes, and Local Times
Jay (City University of New York) Rosen, Michael B. (City University of New York) Marcus
Cambridge University Press, 2006
149,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780521863001
- ISBN-10
- 0521863007
- Publisher
- Cambridge University Press
- Year
- 2006
- Publication date
- 2006-07-24
- Pages
- 632
- Dimensions
- 230x162x40
- Weight
- 1072