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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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Marcus, Michael B.
Otros Autores: Rosen, Jay, 1948-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York : Cambridge University Press, 2006.
Colección:Cambridge studies in advanced mathematics ; 100.
Temas:
Acceso en línea:Texto completo