Statistika sluchaĭnykh prot︠s︡essov
Statistika sluchaĭnykh prot︠s︡essov
A.N. Shiryaev, R. Sh Lipt͡ser, Albert N. Shiryaev, Robert S. Liptser, R.S. Liptser
About this book
"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
Details
- OL Work ID
- OL4782765W
Subjects
Mathematical statisticsStochastic processesApplied mathematicsProbability & statisticsMathematicsScience/MathematicsProbability & Statistics - GeneralFilteringIncomplete Data ControlMartingaleMathematics / StatisticsPoint Processconditionally Gaussian