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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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Bibliographic Details
Main Author: Marcus, Michael B.
Corporate Author: PALCI EBSCO books.
Other Authors: Rosen, Jay, 1948-
Format: Online Book
Language:English
Published: New York : Cambridge University Press, 2006.
Series:Cambridge studies in advanced mathematics ; 100.
Subjects:
Access:Online version
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