【预订】Statistics of Random Processes II 9783540639282 美国库房发货，通常付款后3-5周到货！
Product Details 基本信息 ISBN-13 书号 9783540639282 Author 作者 Liptser Format 版本 精装 Pages Number 页数 402页 Publication Date 出版日期 2000-11-06 Language 语种 英语 Book Contents 内容简介 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 such areas as nonlinear filtering, optimal stochastic control, statistics for diffusion? type processes. In the first edition of these volumes, the stochastic calculus, based on square integrable martingale theory, was presented in detail with the proof of the Doob-Meyer decomp
¥1582
【预订】Statistics of Random Processes 9783540639299 美国库房发货，通常付款后3-5周到货！
Product Details 基本信息 ISBN-13 书号 9783540639299 Author 作者 Liptser Format 版本 精装 Pages Number 页数 427页 Publication Date 出版日期 2000-11-06 Language 语种 英语 Book Contents 内容简介 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 such areas as nonlinear filtering, optimal stochastic control, statistics for diffusion? type processes. In the first edition of these volumes, the stochastic calculus, based on square integrable martingale theory, was presented in detail with the proof of the Doob-Meyer decomp
¥1339
Statistics of Random Processes: I. General Theory 9783642083 现货图书
¥869.00
【预订】Statistics of Random Processes II: Applications 97836420 美国库房发货，通常付款后3-5周到货！
¥1582
海外直订Statistics of Random Processes II: Applications 随机过程统计Ⅱ：
¥1447
预订 Statistics of Random Processes II: Applications [ISBN:978 【全球购】进口原版图书，约3-6周到达国内后发出
¥1182
海外直订Statistics of Random Processes II: Applications 随机过程统计Ⅱ：
¥1447
预订 Statistics of Random Processes: I. General Theory [ISBN:9 【全球购】进口原版图书，一般5-8周左右到国内
¥1505
预订 Statistics of Random Processes: I. General Theory [ISBN:9 【全球购】进口原版图书，一般5-8周左右到国内
¥1500
海外直订医药图书Statistics of Random Processes: I. General Theory 随机
¥1240
海外直订医药图书Statistics of Random Processes: I. General Theory 随机
¥1240
【预订】Statistics and Control of Random Processes 9780821804117 美国库房发货，通常付款后3-5周到货！
Product Details 基本信息 ISBN-13 书号 9780821804117 Author 作者 A. A. Novikov Format 版本 平装-胶订 Pages Number 页数 242页 Publisher 出版社 American Mathematical Society (AMS) Publication Date 出版日期 1995-05-19 Language 语种 英语 Book Contents 内容简介 This book contains papers by participants in two seminars, one on Martingales and Statistics of Stochastic Processes, and one on Sequential Analysis, both of which are held at the Steklov Institute of the Russian Academy of Sciences. The papers develop the concepts of martingales and semimartingales and stochastic calculus for them, as well as their applications in statistics and control of stochastic processes. The class of semimartingales--that is, the class of all processes which can be represented as a sum of a martingale and a process with bounded variation--is rather large. It contains such important processes as Brownian motion, Poisso
¥2867
Statistics of random processes i随机过程统计学
¥873.80
现货 进口原版 Statistics of Random Processes II:Applications... 97 进口原版，现货速发
¥1097
