Michael B. Marcus

Markov Processes, Gaussian Processes, and Local Times

Buch

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 experts in related fields. The book starts by developing the fundamentals of Markov process theory and then of Gaussian process theory, including sample path properties. It then proceeds to more advan… Mehr

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Produktdetails

Weitere Autoren: Rosen, Jay

ISBN: 978-0-521-86300-1
EAN: 9780521863001
Produktnummer: 2289270
Verlag: Cambridge University Press
Sprache: Englisch
Erscheinungsjahr: 2016
Seitenangabe: 632 S.
Masse: H23.5 cm x B15.7 cm x D4.1 cm 1'110 g
Abbildungen: HC gerader Rücken kaschiert
Gewicht: 1110

Über den Autor

Michael B. Marcus is Professor of Mathematics at City College and The CUNY Graduate Center. A leading expert on stochastic processes, he has published over one hundred research papers and delivered over 200 invited lectures. He is a Fellow of the Institute of Mathematical Statistics. Jay Rosen is Professor of Mathematics at The Graduate Center and the College of Staten Island, City University of New York. A leading expert on stochastic processes, he has published over eighty research papers. He is a Fellow of the Institute of Mathematical Statistics.