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: | 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 |
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