<図書>
Markov processes, Gaussian processes, and local times
責任表示 | Michael B. Marcus, Jay Rosen |
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シリーズ | Cambridge studies in advanced mathematics ; 100 |
データ種別 | 図書 |
出版情報 | New York : Cambridge University Press , 2006 |
本文言語 | 英語 |
大きさ | x, 620 p. ; 24 cm |
概要 | 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 process...s. 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.続きを見る |
電子版へのリンク | https://hdl.handle.net/2324/7015766 |
所蔵情報
状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | MARC/100/2 | 2006 |
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023212006004624 |
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書誌詳細
一般注記 | Includes bibliographical references (p. 603-610) and indexes |
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著者標目 | *Marcus, Michael B. Rosen, Jay, 1948- |
件 名 | LCSH:Markov processes LCSH:Gaussian processes LCSH:Local times (Stochastic processes) |
分 類 | LCC:QA274.7 DC22:519.2/33 |
書誌ID | 1001305681 |
ISBN | 9780521863001 |
NCID | BA78384695 |
巻冊次 | : hardback ; ISBN:9780521863001 ; XISBN:0521863007 |
登録日 | 2009.09.18 |
更新日 | 2017.03.14 |