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.
Shiryaev Albert N Shiryaev & Rozovskii Boris L Rozovskii
Statistics And Control Of Stochastic Processes: The Liptser Festschrift [PDF ebook]
Statistics And Control Of Stochastic Processes: The Liptser Festschrift [PDF ebook]
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Idioma Inglés ● Formato PDF ● Páginas 376 ● ISBN 9789814545501 ● Editor Shiryaev Albert N Shiryaev & Rozovskii Boris L Rozovskii ● Editorial World Scientific Publishing Company ● Publicado 1997 ● Descargable 3 veces ● Divisa EUR ● ID 8154103 ● Protección de copia Adobe DRM
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