Statistics And Control Of Stochastic Processes The Liptser Festschrift is popular PDF and ePub book, written by Yu M Kabanov in 1997-12-04, it is a fantastic choice for those who relish reading online the Uncategoriezed genre. Let's immerse ourselves in this engaging Uncategoriezed book by exploring the summary and details provided below. Remember, Statistics And Control Of Stochastic Processes The Liptser Festschrift can be Read Online from any device for your convenience.
Statistics And Control Of Stochastic Processes The Liptser Festschrift Book PDF Summary
This volume contains papers presented at the Steklov Seminar on Statistics and Control of Stochastic Processes. For the past three decades, the seminar has determined the development, in a number of important directions, of the theory of random processes not only in the USSR (now Russia) but in the whole world. It was organised by A N Shiryaev in collaboration with N V Krylov and R Sh Liptser. It started off with optimal stopping and filtering with applications to engineering, and very soon extended its interests to more general problems of stochastic control, causal and anticipating stochastic calculus, limit theorems for semimartingales, martingale methods in queueing theory, foundations of statistics of random processes and, in recent years, mathematical finance. Many studies, for example of stochastic PDEs or extended stochastic integrals, anticipated largely Western works.The contributions in this book are devoted to the hottest topics and united by a martingale methodology which was the key idea of the seminar.
Detail Book of Statistics And Control Of Stochastic Processes The Liptser Festschrift PDF
- Author : Yu M Kabanov
- Release : 04 December 1997
- Publisher : World Scientific
- ISBN : 9789814545501
- Genre : Uncategoriezed
- Total Page : 378 pages
- Language : English
- PDF File Size : 19,8 Mb
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