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