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Statistics of Random Processes II - Robert S. Liptser
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Robert S. Liptser:
Statistics of Random Processes II - Taschenbuch

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[ED: Taschenbuch], [PU: Springer], Neuware - '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 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 required mathematical background is presented in the first volume: the theory of martingales, stochastic differential equations, the absolute continuity of probability measures for diffusion and Ito processes, elements of stochastic calculus for counting processes. The book is not only addressed to mathematicians but should also serve the interests of other scientists who apply probabilistic and statistical methods in their work. The theory of martingales presented in the book has an independent interest in connection with problems from financial mathematics. In the second edition, the authors have made numerous corrections, updating every chapter, adding two new subsections devoted to the Kalman filter under wrong initial conditions, as well as a new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent years. -, DE, [SC: 0.00], Neuware, gewerbliches Angebot, 23.5x15.5x cm, 402, [GW: 646g], offene Rechnung (Vorkasse vorbehalten), Selbstabholung und Barzahlung, PayPal, Banküberweisung, Interntationaler Versand

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Statistics of Random Processes II - Robert S. Liptser
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Robert S. Liptser:
Statistics of Random Processes II - Taschenbuch

2010, ISBN: 364208365X

ID: 10407802708

[EAN: 9783642083655], Neubuch, [SC: 0.0], [PU: Springer Dez 2010], Neuware - '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 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 required mathematical background is presented in the first volume: the theory of martingales, stochastic differential equations, the absolute continuity of probability measures for diffusion and Ito processes, elements of stochastic calculus for counting processes. The book is not only addressed to mathematicians but should also serve the interests of other scientists who apply probabilistic and statistical methods in their work. The theory of martingales presented in the book has an independent interest in connection with problems from financial mathematics. In the second edition, the authors have made numerous corrections, updating every chapter, adding two new subsections devoted to the Kalman filter under wrong initial conditions, as well as a new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent years. 424 pp. Englisch

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Statistics of Random Processes Ii: Applications (Stochastic Modelling And Applied Probability): 2 - Robert S. Liptser
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Statistics of Random Processes Ii: Applications (Stochastic Modelling And Applied Probability): 2 - Taschenbuch

2010, ISBN: 364208365X

[SR: 3414845], Paperback, [EAN: 9783642083655], Springer, Springer, Book, [PU: Springer], 2010-12-15, Springer, "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, 278385, Probability & Statistics, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 922942, Maths, 922868, Popular Science, 57, Science & Nature, 1025612, Subjects, 266239, Books, 570896, Non-linear Science, 570874, Applied Mathematics, 564352, Mathematics, 564334, Scientific, Technical & Medical, 1025612, Subjects, 266239, Books, 570878, Statistics & Probability, 570874, Applied Mathematics, 564352, Mathematics, 564334, Scientific, Technical & Medical, 1025612, Subjects, 266239, Books

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Statistics of Random Processes Ii: Applications (Stochastic Modelling And Applied Probability): 2 - Robert S. Liptser
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Robert S. Liptser:
Statistics of Random Processes Ii: Applications (Stochastic Modelling And Applied Probability): 2 - Taschenbuch

2010, ISBN: 364208365X

[SR: 3414845], Paperback, [EAN: 9783642083655], Springer, Springer, Book, [PU: Springer], 2010-12-15, Springer, "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, 278385, Probability & Statistics, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 922942, Maths, 922868, Popular Science, 57, Science & Nature, 1025612, Subjects, 266239, Books, 570896, Non-linear Science, 570874, Applied Mathematics, 564352, Mathematics, 564334, Scientific, Technical & Medical, 1025612, Subjects, 266239, Books, 570878, Statistics & Probability, 570874, Applied Mathematics, 564352, Mathematics, 564334, Scientific, Technical & Medical, 1025612, Subjects, 266239, Books

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Statistics of Random Processes II - Robert S. Liptser
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Robert S. Liptser:
Statistics of Random Processes II - Taschenbuch

ISBN: 9783642083655

[ED: Taschenbuch], [PU: Springer], Neuware - '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, DE, [SC: 0.00], Neuware, gewerbliches Angebot, FixedPrice, 424, [GW: 637g], offene Rechnung (Vorkasse vorbehalten), PayPal, Banküberweisung

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Details zum Buch
Statistics of Random Processes II: Applications (Stochastic Modelling and Applied Probability)
Autor:

Robert S. Liptser, Albert N. Shiryaev, A.B. Aries

Titel:

Statistics of Random Processes II: Applications (Stochastic Modelling and Applied Probability)

ISBN-Nummer:

"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

Detailangaben zum Buch - Statistics of Random Processes II: Applications (Stochastic Modelling and Applied Probability)


EAN (ISBN-13): 9783642083655
ISBN (ISBN-10): 364208365X
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2013
Herausgeber: Springer

Buch in der Datenbank seit 24.09.2010 09:37:30
Buch zuletzt gefunden am 11.06.2017 11:03:12
ISBN/EAN: 9783642083655

ISBN - alternative Schreibweisen:
3-642-08365-X, 978-3-642-08365-5


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