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 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 experts in related fields. The book ...
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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 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 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 advanced results, bringing the reader to the heart of contemporary research. It presents the remarkable isomorphism theorems of Dynkin and Eisenbaum and then shows how they can be applied to obtain new properties of Markov processes by using well-established techniques in Gaussian process theory. This original, readable book will appeal to both researchers and advanced graduate students.
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Add this copy of Markov Processes, Gaussian Processes, and Local Times to cart. $83.74, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2011 by Cambridge University Press.
Add this copy of Markov Processes, Gaussian Processes, and Local Times to cart. $108.01, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2011 by Cambridge University Press.
Add this copy of Markov Processes, Gaussian Processes, and Local Times to cart. $108.74, new condition, Sold by BargainBookStores rated 3.0 out of 5 stars, ships from Grand Rapids, MI, UNITED STATES, published 2011 by Cambridge University Press.
Add this copy of Markov Processes, Gaussian Processes, and Local Times to cart. $117.10, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2011 by Cambridge University Press.
Add this copy of Markov Processes, Gaussian Processes, and Local Times to cart. $107.68, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2006 by Cambridge University Press.
Add this copy of Markov Processes, Gaussian Processes, and Local Times to cart. $129.81, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2006 by Cambridge University Press.
Add this copy of Markov Processes, Gaussian Processes, and Local Times to cart. $133.29, new condition, Sold by BargainBookStores rated 3.0 out of 5 stars, ships from Grand Rapids, MI, UNITED STATES, published 2006 by Cambridge University Press.
Add this copy of Markov Processes, Gaussian Processes, and Local Times to cart. $139.90, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2006 by Cambridge University Press.
