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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 |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Cambridge University Press,
2006.
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| Colección: | Cambridge studies in advanced mathematics ;
100. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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. |
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| Descripción Física: | 1 online resource (x, 620 pages) |
| Bibliografía: | Includes bibliographical references (pages 603-610) and indexes. |
| ISBN: | 9780511246968 051124696X 0511244819 9780511244810 0511245564 9780511245565 0521863007 9780521863001 |