Advertisement

Introduction

  • Robert S. Liptser
  • Albert N. Shiryaev
Chapter
Part of the Applications of Mathematics book series (SMAP, volume 5)

Abstract

A considerable number of problems in the statistics of random processes are formulated within the following scheme.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 2001

Authors and Affiliations

  • Robert S. Liptser
    • 1
  • Albert N. Shiryaev
    • 2
  1. 1.Department of Electrical Engineering SystemsTel Aviv UniversityTel AvivIsrael
  2. 2.Steklov Mathematical InstituteRussian Academy of SciencesMoscowRussia

Personalised recommendations