Liptser, R. Sh.

Statistics of random processes / Robert S. Liptser, Albert N. Shiryaev ; translated by A.B. Aries ; translation editor, Stephen S. Wilson - 2nd, rev. and expanded ed. - Berlin : Springer, 2001 - 1 v. ; 24 cm. - Applications of mathematics .

Includes bibliographical references and indexes

Applications vol. 2.



3540639284 (v. 2) RM257.85

00-041918


Stochastic processes
Mathematical statistics