Markov processes, Gaussian processes, and local times

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.

Year

2006

Language

English

Series

Cambridge studies in advanced mathematics -- 100

Publisher

Cambridge University Press

Editions

6

Pages

620

ISBN

9780511246968

Data source: Wikidata