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...

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Bibliographische Detailangaben
1. Verfasser: Marcus, Michael B.
Weitere Verfasser: Rosen, Jay, 1948-
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: New York : Cambridge University Press, 2006.
Schriftenreihe:Cambridge studies in advanced mathematics ; 100.
Schlagworte:
Online-Zugang:Volltext
Zusammenfassung: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.
Beschreibung:1 online resource (x, 620 pages)
Bibliographie:Includes bibliographical references (pages 603-610) and indexes.
ISBN:9780511246968
051124696X
0511244819
9780511244810
0511245564
9780511245565
0521863007
9780521863001

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