Statistics of Random Processes II by Robert S. Liptser, Albert N. Shiryaev
Statistics of Random Processes II by Robert S. Liptser, Albert N. Shiryaev PDF, ePub eBook D0wnl0ad
"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW
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