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Markov Processes, Gaussian Processes, and Local Times
Language: en
Pages: 640
Authors: Michael B. Marcus
Categories: Mathematics
Type: BOOK - Published: 2006-07-24 - Publisher: Cambridge University Press

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A readable 2006 synthesis of three main areas in the modern theory of stochastic processes.
Lévy Processes
Language: en
Pages: 414
Authors: Ole E Barndorff-Nielsen
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - 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
Continuous Time Markov Processes
Language: en
Pages: 290
Authors: Thomas Milton Liggett
Categories: Mathematics
Type: BOOK - Published: 2010 - Publisher: American Mathematical Soc.

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Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, a