Statistics of random processes/

Lipster, R. Sh.

Statistics of random processes/ Robert S. Liptser, Albert N. Shiryaev ; translated by A.B. Aries ; translation editor, Stephen S. Wilson. - 2nd, rev. and expanded ed. - Berlin; New York: Springer, c2001. - 2 v.; 24 cm. - Applications of mathematics. .

Includes bibliographical references and indexes.

1. General theory -- 2. Applications.

3540639292 (v. 1 : acid-free paper) 3540639284 (v. 2 : acid-free paper)

00041918

GBA0-74360

550293353 GyFmDB


Stochastic processes.
Mathematical statistics.
Processus stochastiques.
Statistique mathématique.

519.23 / L767s
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