Statistics of Random Processes II

Statistics of Random Processes II

Albert N. Shiryaev / Robert S. Liptser / A.B. Aries

170,20 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2010
Materia
Probabilidad y estadística
ISBN:
9783642083655
170,20 €
IVA incluido
Disponible

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'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 subject of stochastic analysis and nonlinear filtering....These books...will become classics.' --SIAM REVIEW

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Otros libros del autor

  • 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...
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