Markov Processes, Gaussian Processes, and Local Times

Markov Processes, Gaussian Processes, and Local Times
Author :
Publisher : Cambridge University Press
Total Pages : 640
Release :
ISBN-10 : 0521863007
ISBN-13 : 9780521863001
Rating : 4/5 (07 Downloads)

Book Synopsis Markov Processes, Gaussian Processes, and Local Times by : Michael B. Marcus

Download or read book Markov Processes, Gaussian Processes, and Local Times written by Michael B. Marcus and published by Cambridge University Press. This book was released on 2006-07-24 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt: A readable 2006 synthesis of three main areas in the modern theory of stochastic processes.


Markov Processes, Gaussian Processes, and Local Times Related Books

Markov Processes, Gaussian Processes, and Local Times
Language: en
Pages: 640
Authors: Michael B. Marcus
Categories: Mathematics
Type: BOOK - Published: 2006-07-24 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

A readable 2006 synthesis of three main areas in the modern theory of stochastic processes.
Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus
Language: en
Pages: 498
Authors: L. C. G. Rogers
Categories: Mathematics
Type: BOOK - Published: 2000-09-07 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of p
Continuous Time Markov Processes
Language: en
Pages: 290
Authors: Thomas Milton Liggett
Categories: Mathematics
Type: BOOK - Published: 2010 - Publisher: American Mathematical Soc.

DOWNLOAD EBOOK

Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, a
Lévy Processes
Language: en
Pages: 414
Authors: Ole E Barndorff-Nielsen
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov pr
An Introduction to Continuity, Extrema, and Related Topics for General Gaussian Processes
Language: en
Pages: 198
Authors: Robert J. Adler
Categories: Mathematics
Type: BOOK - Published: 1990 - Publisher: IMS

DOWNLOAD EBOOK