At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the ItO formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the square integrable martingale. In a short time, this theory was applied to such areas as nonlinear filtering, optimal stochastic control, statistics ...
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At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the ItO formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the square integrable martingale. In a short time, this theory was applied to such areas as nonlinear filtering, optimal stochastic control, statistics for diffusion type processes. In the first edition of these volumes, the stochastic calculus, based on square integrable martingale theory, was presented in detail with the proof of the Doob-Meyer decomposition for submartingales and the description of a structure for stochastic integrals. In the first volume ('General Theory') these results were used for a presentation of further important facts such as the Girsanov theorem and its generalizations, theorems on the innovation pro cesses, structure of the densities (Radon-Nikodym derivatives) for absolutely continuous measures being distributions of diffusion and It???-type processes, and existence theorems for weak and strong solutions of stochastic differential equations. All the results and facts mentioned above have played a key role in the derivation of 'general equations' for nonlinear filtering, prediction, and smoothing of random processes.
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Add this copy of Statistics of Random Processes I: General Theory to cart. $62.00, good condition, Sold by Nelson & Nelson, Booksellers rated 4.0 out of 5 stars, ships from Trenton, SC, UNITED STATES, published 1977 by Springer-Verlag,.
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G+/NONE. 0387902260. Hardback first printing of the 1977 edition; revised and expanded translation of the authors' Statistika Sluchainyk Protsessov, published in 1974. VOLUME I ONLY. Light cover soil, cover wear; previous owner's name in ink on front endpaper. Contents clean, tight. No DJ. Translated into English by A. B. Aries. Not library discard.;
Add this copy of Statistics of Random Processes I: General Theory to cart. $63.06, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1984 by Springer.
Add this copy of Statistics of Random Processes: Vol. I-General Theory; to cart. $67.00, good condition, Sold by Munster & Company rated 5.0 out of 5 stars, ships from Corvallis, OR, UNITED STATES, published 1977 by Springer-Verlag.
Add this copy of Statistics of Random Processes: I. General Theory to cart. $80.94, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2001 by Springer.
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Volume 5. This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 900grams, ISBN: 9783540639299.
Add this copy of Statistics of Random Processes I to cart. $102.48, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2000 by Springer.
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