Liptser, R. S.

Statistics of random processes. II, Applications / II, Applications / [by] R.S. Liptser [and] A.N. Shiryayev ; translated by A.B. Aries. - New York : Springer-Verlag, [1978] - Applications of mathematics .

Revised and expanded translation of the author's Statistika Sluchainykh protsessev, originally published in 1974.

Includes bibliographical references.


Stochastic processes.
Mathematical statistics.