Markov Processes, Gaussian Processes, and Local Times

by Michael B. Marcus and Jay Rosen

Book Overview

This book was first published in 2006. Written by two of the 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...

• Format: Paperback
• Language: English
• ISBN: 1107403758
• ISBN13: 9781107403758
• Release Date: October 2011
• Publisher: Cambridge University Press
• Length: 632 Pages
• Weight: 2.01 lbs.
• Dimensions: 1.4" x 6.0" x 9.0"