Statistics of random processes / Robert S. Liptser, Albert N. Shiryaev ; transl. by A. B. Aries ; translation ed. Stephen S. Wilson [ Livre]
Langue: Anglais ; Anglais.Mention d'édition: 2nd rev. and expanded ed.Publication : New York, Berlin, Heidelberg : Springer, 2001Description : 2 vol. (XV-427, XV-402 p.) ; 25 cmISBN: 3540639292; 3540639284.Collection: Applications of mathematics, 0172-4568, 5-6Classification: 519.2 Probabilités : applicationsSujet - Nom commun: Statistique mathématique | Processus stochastiques| Current location | Call number | Status | Notes | Date due | Barcode |
|---|---|---|---|---|---|
| ENS Rennes - Bibliothèque Magasin (archives) | 519.2 LIP (Browse shelf) | Available | 519.2 Probabilités : applications | 00004987 |
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| 519.2 KIY Essentials of stochastic processes | 519.2 KRY Introduction to the theory of diffusion processes | 519.2 LAN Applied probability | 519.2 LIP Statistics of random processes | 519.2 LIP Statistics of random processes. II, Applications | 519.2 LIU Stability of infinite dimensional stochastic differential equations with applications | 519.2 OKS Stochastic differential equations |
Bibliogr. p. [409]-423 du vol. 1 et p. [383]-397 du vol.2. Index