Markov processes, Gaussian processes, and local times

By:

Marcus, Michael B

Series: Cambridge studies in advanced mathematics ; 100Publication details: Cambridge University Press 2006 New York Description: x, 620 p. ; pb, 24 cmISBN:

9781107403758

Subject(s):

DDC classification:

519.233 MAR

Summary: 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

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Books	IIT Gandhinagar General Stacks	General	519.233 MAR (Browse shelf(Opens below))	1	Available		030133

Browsing IIT Gandhinagar shelves, Shelving location: General Stacks, Collection: General Close shelf browser (Hides shelf browser)

Previous								Next
Previous	519.233 FRE Markov processes and differential equations: asymptotic problems	519.233 KAL Stochastic analysis and diffusion processes	519.233 KAL Stochastic analysis and diffusion processes	519.233 MAR Markov processes, Gaussian processes, and local times	519.233 PIN Positive harmonic functions and diffusion	519.233 PRI Understanding markov chains: examples and applications	519.233 YIN Hybrid switching diffusions: properties and applications	Next

Includes bibliographical references and index.

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

There are no comments on this title.

to post a comment.