Statistics of Random Processes II: Applications by Robert S. Liptser, Albert N. Shiryaev

Statistics of Random Processes II: Applications

Stochastic Modelling and Applied Probability

Robert S. Liptser, Albert N. Shiryaev with A. B. Aries (Translator)

402 pages missing pub info (editions)

nonfiction mathematics challenging informative medium-paced
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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 semimarting...

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