Statistics of Random Processes : II. Applications

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Statistics of Random Processes : II. Applications by Liptser, Robert S.; Shiryaev, Albert N.; Aries, A. B.; Wilson, Stephen S., 9783642083655
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  • ISBN: 9783642083655 | 364208365X
  • Cover: Paperback
  • Copyright: 1/1/2001

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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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