Marcus, Michael B.

Markov processes, Gaussian processes, and local times / Michael B. Marcus, Jay Rosen - Cambridge ; New York : Cambridge University Press, 2006 - x, 620 p. ; 24 cm. - Cambridge studies in advanced mathematics ; 100 . - Cambridge studies in advanced mathematics ; 100 .

Includes bibliographical references (p. 603-610) and indexes

0521863007 (hdbk.) 9780521863001


Markov processes
Gaussian processes
Local times (Stochastic processes)