Marcus, Michael B.  <br/><br/>
Markov processes, Gaussian processes, and local times  

 - New York   Cambridge University Press  2006 
 - x, 620 p. ;  pb,  24 cm. 
 - Cambridge studies in advanced mathematics ; 100. .
<br/><br/>Includes bibliographical references and index. 
<br/><br/> 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 
<br/><br/><label>ISBN: </label>9781107403758 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Local times (Stochastic processes)<br/>Markov processes<br/>Gaussian processes
<br/><br/><label>Dewey Class. No.: </label>519.233  / MAR