Statistics of Random Processes: I. General Theory by Robert S. Liptser, Albert N. Shiryaev

Statistics of Random Processes: I. General Theory

Stochastic Modelling and Applied Probability

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

427 pages missing pub info (editions)

nonfiction health mathematics
Powered by AI (Beta)
Loading...

Description

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...

Read more

Community Reviews

Loading...

Content Warnings

Loading...