| Title:
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STATISTICS OF RANDOM PROCESSES II
APPLICATIONS |
| By: |
Robert S. Liptser, Albert N. Shiryaev, A. B. Aries (Trans) |
| Format: |
Hardback |
| List price:
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£63.99 |
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| ISBN 10: |
3540639284 |
| ISBN 13: |
9783540639282 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
6 November, 2000 |
| Edition: |
2nd rev. and exp. ed. 2001 |
| Series: |
Stochastic Modelling and Applied Probability v. 6 |
| Pages: |
402 |
| Description: |
The second of two volumes on non-linear filtering theory and its applications in problems of optimal estimation, control with incomplete data, information theory and sequential testing of hypotheses. This edition has a new chapter on asymptotically optimal filtering under diffusion approximation. |
| Synopsis: |
"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 |
| Illustrations: |
biography |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |