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Statistics of Random Processes - 9783540639282

Un libro in lingua di Liptser Robert S. Shiriaev Albert Nikolaevich edito da Springer Verlag, 2001

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"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

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