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Markov Processes, Gaussian Processes, and Local Times
Language: en
Pages: 4
Authors: Michael B. Marcus
Categories: Mathematics
Type: BOOK - Published: 2006-07-24 - Publisher: Cambridge University Press

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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 employi
High Dimensional Probability II
Language: en
Pages: 491
Authors: Evarist Giné
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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High dimensional probability, in the sense that encompasses the topics rep resented in this volume, began about thirty years ago with research in two related ar
Lévy Processes
Language: en
Pages: 436
Authors: Ole E. Barndorff-Nielsen
Categories: Mathematics
Type: BOOK - Published: 2001-03-30 - Publisher: Springer Science & Business Media

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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

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Topics in Spatial Stochastic Processes
Language: en
Pages: 268
Authors: Vincenzo Capasso
Categories: Mathematics
Type: BOOK - Published: 2003-01-21 - Publisher: Springer Science & Business Media

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The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CI