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.

שנה

2006

שפה

English

סדרה

Cambridge studies in advanced mathematics -- 100

הוצאה

Cambridge University Press

מהדורות

6

עמודים

620

ISBN

9780511246968

מקור הנתונים: Wikidata