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Item Details
| Title:
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STATISTICS OF RANDOM PROCESSES
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| Volume: |
I |
| By: |
Robert S. Liptser, Albert N. Shiryaev, B. Aries (Trans) |
| Format: |
Hardback |
| List price:
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£63.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540639292 |
| ISBN 13: |
9783540639299 |
| 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. 5 |
| Pages: |
427 |
| Description: |
Covering non-linear filtering theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis, these volumes present the theory of martingales. |
| Synopsis: |
These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions include new material, expanded chapters, and comments on recent progress in the field. |
| Illustrations: |
biography |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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