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Statistics of Random Processes
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Statistics of Random Processes

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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.
Undertitel
I. General Theory
Översättare
B. Aries
Upplaga
Second Edition 2001
ISBN
9783642083662
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2010-12-09
Sidor
427