BOOKS by Robert Liptser

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Statistics of random processes more books like this

by Liptser, Shiriaev

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The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The book is not only addressed to mathematicians but should also serve the interests of other scientists who ...

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Theory of Martingales more books like this

by Robert Liptser, Albert Shiryaev, A N Shiryayev

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Statistics of Random Processes I: General Theory more books like this

by Robert Liptser, A N Shiryaev, A B Aries (Translator)

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