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Markov processes, Gaussian processes, and local times

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Jay RosenMichael B. Marcus4 editions

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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2 credited authorsSearch language english

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  • Jay Rosen

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  • Michael B. Marcus

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