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Statistics of Random Processes : I. General Theory
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Statistics of Random Processes : I. General Theory
Springer Science & Business Media
Table of Contents
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Book Overview
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Chapter 1
Introduction
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Chapter 2
Essentials of Probability Theory and Mathematical Statistics
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Chapter 3
Martingales and Related Processes: Discrete Time
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Chapter 4
Martingales and Related Processes: Continuous Time
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Chapter 5
The Wiener Process, the Stochastic Integral over the Wiener Process, and Stochastic Differential Equations
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Chapter 6
Square Integrable Martingales and Structure of the Functionals on a Wiener Process
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Chapter 7
Nonnegative Supermartingales and Martingales, and the Girsanov Theorem
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Chapter 8
Absolute Continuity of Measures corresponding to the Itô Processes and Processes of the Diffusion Type
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Chapter 9
General Equations of Optimal Nonlinear Filtering, Interpolation and Extrapolation of Partially Observable Random Processes
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Chapter 10
Optimal Filtering, Interpolation and Extrapolation of Markov Processes with a Countable Number of States
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Chapter 11
Optimal Linear Nonstationary Filtering
Overall attention for this book and its chapters
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Book overview
1. Introduction
2. Essentials of Probability Theory and Mathematical Statistics
3. Martingales and Related Processes: Discrete Time
4. Martingales and Related Processes: Continuous Time
5. The Wiener Process, the Stochastic Integral over the Wiener Process, and Stochastic Differential Equations
6. Square Integrable Martingales and Structure of the Functionals on a Wiener Process
7. Nonnegative Supermartingales and Martingales, and the Girsanov Theorem
8. Absolute Continuity of Measures corresponding to the Itô Processes and Processes of the Diffusion Type
9. General Equations of Optimal Nonlinear Filtering, Interpolation and Extrapolation of Partially Observable Random Processes
10. Optimal Filtering, Interpolation and Extrapolation of Markov Processes with a Countable Number of States
11. Optimal Linear Nonstationary Filtering
Summary
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So far, Altmetric has seen this research output assigned in
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Brigham Young University
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