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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| 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 |
MARC
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| 100 | 1 | |a Marcus, Michael B. | |
| 245 | 1 | 0 | |a Markov processes, Gaussian processes, and local times / |c Michael B. Marcus, Jay Rosen. |
| 260 | |a New York : |b Cambridge University Press, |c 2006. | ||
| 300 | |a 1 online resource (x, 620 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Cambridge studies in advanced mathematics ; |v 100 | |
| 504 | |a Includes bibliographical references (pages 603-610) and indexes. | ||
| 520 | |a 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. | ||
| 505 | 0 | |a Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; 1 Introduction; 2 Brownian motion and Ray-Knight Theorems; 3 Markov processes and local times; 4 Constructing Markov processes; 5 Basic properties of Gaussian processes; 6 Continuity and boundedness of Gaussian processes; 7 Moduli of continuity for Gaussian processes; 8 Isomorphism Theorems; 9 Sample path properties of local times; 10 p-variation of Gaussian processes and local times; 11 Most visited sites of symmetric stable processes; 12 Local times of diffusions; Chapter 13 Associated Gaussian processes. | |
| 588 | 0 | |a Print version record. | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Markov processes. | |
| 650 | 0 | |a Gaussian processes. | |
| 650 | 0 | |a Local times (Stochastic processes) | |
| 650 | 6 | |a Processus de Markov. | |
| 650 | 6 | |a Processus gaussiens. | |
| 650 | 6 | |a Temps locaux (Processus stochastiques) | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x Stochastic Processes. |2 bisacsh | |
| 650 | 7 | |a Gaussian processes |2 fast | |
| 650 | 7 | |a Local times (Stochastic processes) |2 fast | |
| 650 | 7 | |a Markov processes |2 fast | |
| 700 | 1 | |a Rosen, Jay, |d 1948- | |
| 776 | 0 | 8 | |i Print version: |a Marcus, Michael B. |t Markov processes, Gaussian processes, and local times. |d New York : Cambridge University Press, 2006 |z 9780521863001 |z 0521863007 |w (DLC) 2006042511 |w (OCoLC)71362745 |
| 830 | 0 | |a Cambridge studies in advanced mathematics ; |v 100. | |
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