Title: Markov processes, Gaussian processes, and local times
Description: Two foremost researchers present important advances in stochastic process theory by linking well understood (Gaussian) and less well understood (Markov) classes of processes. It builds to this material through 'mini-courses' on the relevant ingredients, which assume only measure-theoretic probability. This original, readable book is for researchers and advanced graduate students.
Subjects: Stochastic Processes, Gaussian processes, Local times (Stochastic processes), Probability & Statistics, MATHEMATICS, Markov processes, Stochastic processes