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Markov Processes, Gaussian Processes, and Local Times

By: Michael B. (City University of New York) Marcus (Author) , Jay (City University of New York) Rosen (Author)

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Ksh 20,650.00

Format: Hardback or Cased Book

ISBN-13: 9780521863001

Publisher: Cambridge University Press

Publication Date: Jul 24th, 2006

Weight: 964 grams

Dimension: 23.00 x 16.20 x 4.00 cms

Category: Stochastics

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Two foremost researchers present important advances in stochastic process theory by linking well-understood (Gaussian) and less well-understood (Markov) classes of processes. It builds to this material through 'mini-courses' on the relevant ingredients, which assume only measure-theoretic probability. This original, readable 2006 book is for researchers and advanced graduate students.

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