Statistics of Random Processes: I. General Theory
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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 martingale. In a short time, this theory was applied to...
Format:Paperback
Language:English
ISBN:3642083668
ISBN13:9783642083662
Release Date:December 2010
Publisher:Springer
Length:427 Pages
Weight:1.36 lbs.
Dimensions:0.9" x 6.1" x 9.2"
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