Markov processes, Gaussian processes, and local times /

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Bibliographic Details
Author / Creator:	Marcus, Michael B.
Imprint:	New York : Cambridge University Press, 2006.
Description:	1 online resource (x, 620 pages).
Language:	English
Series:	Cambridge studies in advanced mathematics ; 100 Cambridge studies in advanced mathematics ; 100.
Subject:	Markov processes. Gaussian processes. Local times (Stochastic processes) Gaussian processes. Local times (Stochastic processes) Markov processes. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11812798

Hidden Bibliographic Details
Other authors / contributors:	Rosen, Jay, 1948-
ISBN:	9780511246968 051124696X 0511244819 9780511244810 0511245564 9780511245565 0521863007 9780521863001
Notes:	Includes bibliographical references (pages 603-610) and indexes. Print version record.
Summary:	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.
Other form:	Print version: Marcus, Michael B. Markov processes, Gaussian processes, and local times. New York : Cambridge University Press, 2006 9780521863001 0521863007
Standard no.:	9780521863001

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