Statistics of Random Processes II

Statistics of Random Processes II
Author: Robert S. Liptser
Publisher: Springer Science & Business Media
Total Pages: 409
Release: 2013-03-14
Genre: Mathematics
ISBN: 3662100282


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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


Statistics of Random Processes II
Language: en
Pages: 409
Authors: Robert S. Liptser
Categories: Mathematics
Type: BOOK - Published: 2013-03-14 - Publisher: Springer Science & Business Media

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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 as
Statistics of Random Processes II
Language: en
Pages: 428
Authors: Robert Shevilevich Lipt︠s︡er
Categories: Mathematics
Type: BOOK - Published: 2001 - Publisher: Springer Science & Business Media

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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 as
Statistics and Control of Random Processes
Language: en
Pages: 260
Authors: A. A. Novikov
Categories: Mathematics
Type: BOOK - Published: 1994 - Publisher: American Mathematical Soc.

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This book contains papers by participants in two seminars, one on martingales and statistics of stochastic processes, and one on sequential analysis, both of wh
Statistics and Control of Random Processes
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 1996 - Publisher:

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Statistics of Random Processes
Language: en
Pages: 450
Authors: Robert Liptser
Categories: Mathematics
Type: BOOK - Published: 2001 - Publisher: Springer Science & Business Media

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These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete da