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Books
Statistics of Random Processes
The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control ... »
The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control ... »
Limit Theorems for Stochastic Processes
This second edition text contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology... »
This second edition text contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology... »
