LIBROS DEL AUTOR: robert liptser

7 resultados para LIBROS DEL AUTOR: robert liptser

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  • Statistics of Random Processes
    Albert N. Shiryaev / Robert S. Liptser / B. Aries
    At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the ’general theory of random processes’ did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the ItO formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the s...
    Disponible

    47,10 €

  • Statistics of Random Processes II
    Albert N. Shiryaev / Robert S. Liptser / A.B. Aries
    At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the ’general theory of random processes’ did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the Ito formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the s...
    Disponible

    47,22 €

  • Theory of Martingales
    A.N. Shiryayev / Robert Liptser
    One service mathematics has rc:ndered the ’Et moi, '’, si j’avait su comment CD revenir, je n’y serais point alle. ’ human race. It has put common SCIIJC back Jules Verne where it belongs. on the topmost shelf next to tbe dusty canister 1abdled ’discarded non- The series is divergent; tberefore we may be sense’. able to do sometbing witb it Eric T. Be...
    Disponible

    131,44 €

  • Statistics of Random Processes II
    Albert N. Shiryaev / Robert S. Liptser / A.B. Aries
    'Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the s...
    Disponible

    170,20 €

  • Statistics of Random Processes
    Albert N. Shiryaev / Robert Liptser / B. Aries
    These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions i...
    Disponible

    145,49 €

  • Statistics of Random Processes
    Albert N. Shiryaev / Robert Liptser / B. Aries
    These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions i...
    Disponible

    144,09 €

  • Theory of Martingales
    Albert Shiryaev / R. Sh Liptser / Robert Liptser
    One service mathematics has rc:ndered the ’Et moi, '’, si j’avait su comment CD revenir, je n’y serais point alle. ’ human race. It has put common SCIIJC back Jules Verne where it belongs. on the topmost shelf next to tbe dusty canister 1abdled ’discarded non- The series is divergent; tberefore we may be sense’. able to do sometbing witb it Eric T. Be...
    Disponible

    227,24 €