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Statistics of Random Processes II

Statistics of Random Processes II

Robert S LiptserAlbert N ShiryaevNaturvetenskap & teknik
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 s...
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ISBN9783642083655
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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 s...

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