Markov processes, Gaussian processes, and local times /
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Author / Creator: | Marcus, Michael B. |
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Imprint: | New York : Cambridge University Press, 2006. |
Description: | 1 online resource (x, 620 pages). |
Language: | English |
Series: | Cambridge studies in advanced mathematics ; 100 Cambridge studies in advanced mathematics ; 100. |
Subject: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11812798 |
Other authors / contributors: | Rosen, Jay, 1948- |
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ISBN: | 9780511246968 051124696X 0511244819 9780511244810 0511245564 9780511245565 0521863007 9780521863001 |
Notes: | Includes bibliographical references (pages 603-610) and indexes. Print version record. |
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. |
Other form: | Print version: Marcus, Michael B. Markov processes, Gaussian processes, and local times. New York : Cambridge University Press, 2006 9780521863001 0521863007 |
Standard no.: | 9780521863001 |
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