Statistics of Random Processes II

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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. At that time in stochastic calculus (theory of martingales), the main object was the square integrable m...
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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. At that time in stochastic calculus (theory of martingales), the main object was the square integrable m...
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  • Formats: pdf
  • ISBN: 9783662100288
  • Publication Date: 14 Mar 2013
  • Publisher: Springer Berlin Heidelberg
  • Product language: English
  • Drm Setting: DRM