Statistics of Random Processes II: Applications
No Customer Reviews
Select Format
Select Condition 
Book Overview
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:364208365X
ISBN13:9783642083655
Release Date:December 2010
Publisher:Springer
Length:402 Pages
Weight:1.29 lbs.
Dimensions:0.9" x 6.1" x 9.2"
Customer Reviews
0 rating
Copyright © 2024 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks® and the ThriftBooks® logo are registered trademarks of Thrift Books Global, LLC
ThriftBooks® and the ThriftBooks® logo are registered trademarks of Thrift Books Global, LLC
