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Markov Processes, Gaussian Processes, and Local Times - Michael B. (City University of New York) Marcus - Bog

af Michael B. (City University of New York) Marcus

indgår i Cambridge Studies in Advanced Mathematics serien

Markov Processes, Gaussian Processes, and Local Times af Michael B. (City University of New York) Marcus
Bag om Markov Processes, Gaussian Processes, and Local Times

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781107403758
  • Indbinding:
  • Paperback
  • Sideantal:
  • 632
  • Udgivet:
  • 27. oktober 2011
  • Størrelse:
  • 231x157x42 mm.
  • Vægt:
  • 950 g.
  • 2-3 uger.
  • 22. november 2024
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Beskrivelse af Markov Processes, Gaussian Processes, and Local Times

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.

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