4381

Guttorp, Peter

First edition

xii, 372 pages illustrations 25 cm

Stochastic modeling series

Includes bibliographical references (pages 332-348) and indexes , Ch. 1. Introduction -- Ch. 2. Discrete time Markov chains -- Ch. 3. Continuous time Markov chains -- Ch. 4. Markov random fields -- Ch. 5. Point processes -- Ch. 6. Brownian motion and diffusion -- Appendix A. Some statistical theory -- Appendix B. Linear difference equations with constant coefficients -- Appendix C. Some theory of partial differential equations