Robert S. Liptser,
Albert N. Shiryaev
Statistics of Random Processes II
Applications
Paperback Engels 2010 2e druk 9783642083655
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
"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
Specificaties
ISBN13:9783642083655
Taal:Engels
Bindwijze:paperback
Aantal pagina's:402
Uitgever:Springer Berlin Heidelberg
Druk:2
Lezersrecensies
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Inhoudsopgave
11. Conditionally Gaussian Processes.- 12. Optimal Nonlinear Filtering: Interpolation and Extrapolation of Components of Conditionally Gaussian Processes.- 13. Conditionally Gaussian Sequences: Filtering and Related Problems.- 14. Application of Filtering Equations to Problems of Statistics of Random Sequences.- 15. Linear Estimation of Random Processes.- 16. Application of Optimal Nonlinear Filtering Equations to some Problems in Control Theory and Estimation Theory.- 17. Parameter Estimation and Testing of Statistical Hypotheses for Diffusion-Type Processes.- 18. Random Point Processes: Stieltjes Stochastic Integrals.- 19. The Structure of Local Martingales, Absolute Continuity of Measures for Point Processes, and Filtering.- 20. Asymptotically Optimal Filtering.
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