Markov processes, Gaussian processes, and local times
Series: Cambridge studies in advanced mathematics ; 100Publication details: Cambridge University Press 2006 New York Description: x, 620 p. ; pb, 24 cmISBN:- 9781107403758
- 519.233 MAR
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 |
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
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