Markov processes, gaussian processes, and local times
Auteur :
Marcus, Michael B. / Rosen, Jay
Éditeur :
Cambridge University Press
ISBN :
9780521863001
Date de publication :
24 juil. 2006
Dimensions :
22,9 x 15,2 x 4,0 cm
Poids :
960 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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 2006 book is for researchers and advanced graduate students.