Markov processes, Gaussian processes, and local times
ISBN
9780511617997
Markov processes, Gaussian processes, and local times is a stochastic processes, gaussian processes book by Michael B. Marcus.
About this book
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.
About the Author
Michael B. Marcus is the author of Markov processes, Gaussian processes, and local times. Browse their full catalog on Booklogr.
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Frequently Asked Questions
What genre is Markov processes, Gaussian processes, and local times?+
Markov processes, Gaussian processes, and local times is a Stochastic Processes, Gaussian processes, Local times, Probability & Statistics, MATHEMATICS book.
What is Markov processes, Gaussian processes, and local times about?+
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 probabilit...
Who wrote Markov processes, Gaussian processes, and local times?+
Markov processes, Gaussian processes, and local times was written by Michael B. Marcus.