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

Stochastic Modelling and Applied Probability

Statistics of Random Processes II: Applications

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

402 pages hardcover

2 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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