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Statistics of Random Processes
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Statistics of Random Processes

At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the ItO formula for semimartingales, etc.
Undertittel
I. General Theory
Oversetter
B. Aries
Opplag
Second Edition 2001
ISBN
9783642083662
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
9.12.2010
Antall sider
427