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Michael B. Marcus
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.
| Publisher | Cambridge University Press |
|---|---|
| Pages | 620 |
| Format | [electronic resource] / |
| Search language | english |
| ISBN_10 | 0-511-24481-9 primary |
| ISBN_10 | 0-511-24556-4 primary |
| ISBN_10 | 0-511-24696-X primary |
| ISBN_13 | 978-0-511-24481-0 primary |
| ISBN_13 | 978-0-511-24556-5 primary |
| ISBN_13 | 978-0-511-24696-8 primary |
Publication-specific alternatives linked to the same work.
Markov Processes, Gaussian Processes, and Local Times
Markov Processes, Gaussian Processes, and Local Times
Markov Processes, Gaussian Processes, and Local Times