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

Stochastic Modelling and Applied Probability

Statistics of Random Processes: I. General Theory

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

427 pages paperback

2 editions

nonfiction health mathematics
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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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