Markov Processes, Gaussian Processes, and Local Times by Jay Rosen, Michael B. Marcus

Markov Processes, Gaussian Processes, and Local Times

Cambridge Studies in Advanced Mathematics (Hardcover)

Jay Rosen, Michael B. Marcus

632 pages missing pub info (editions)

nonfiction mathematics informative medium-paced
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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 ...

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