Statistics of Random Processes II - Applications (Paperback, Softcover reprint of hardcover 2nd ed. 2001)
Robert S. Liptser, Albert N. Shiryaev"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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Product Description
"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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Product Details
General
Imprint | Springer-Verlag |
Country of origin | Germany |
Series | Stochastic Modelling and Applied Probability, 6 |
Release date | December 2010 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2001 |
Translators | A.B. Aries |
Authors | Robert S. Liptser, Albert N. Shiryaev |
Dimensions | 235 x 155 x 21mm (L x W x T) |
Format | Paperback |
Pages | 402 |
Edition | Softcover reprint of hardcover 2nd ed. 2001 |
ISBN-13 | 978-3-642-08365-5 |
Barcode | 9783642083655 |
Categories | |
LSN | 3-642-08365-X |
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