TY - GEN AU - Marcus, Michael B. TI - Markov processes, Gaussian processes, and local times SN - 9781107403758 U1 - 519.233 PY - 2006/// CY - New York PB - Cambridge University Press KW - Local times (Stochastic processes) KW - Markov processes KW - Gaussian processes N1 - Includes bibliographical references and index N2 - 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 ER -