Markov Processes, Gaussian Processes, and Local Times (English, Michael B. Marcus | Jay Rosen)

Name: Markov Processes, Gaussian Processes, and Local Times (English, Michael B. Marcus | Jay Rosen)
SKU: isbn-9780521863001
Price: 5147.00 INR
Availability: InStock
ISBN: 9780521863001

By Michael B. Marcus | Jay RosenCambridge University Press

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About the Book

Written by two foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized 'mini-courses' on the relevant ingredients, which assume only knowledge of measure-theoretic probability. The streamlined selection of topics creates an easy entrance for students and for…

ISBN: 9780521863001

Book Specifications

ISBN-13	9780521863001
ISBN-10	0521863007
Publisher	Cambridge University Press
Category	Cambridge University Press

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