↓ Skip to main content
What is this page? Embed badge

Statistics of Random Processes : I. General Theory

Overview of attention for book
Statistics of Random Processes : I. General Theory
Springer Science & Business Media

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Introduction
  3. Altmetric Badge
    Chapter 2 Essentials of Probability Theory and Mathematical Statistics
  4. Altmetric Badge
    Chapter 3 Martingales and Related Processes: Discrete Time
  5. Altmetric Badge
    Chapter 4 Martingales and Related Processes: Continuous Time
  6. Altmetric Badge
    Chapter 5 The Wiener Process, the Stochastic Integral over the Wiener Process, and Stochastic Differential Equations
  7. Altmetric Badge
    Chapter 6 Square Integrable Martingales and Structure of the Functionals on a Wiener Process
  8. Altmetric Badge
    Chapter 7 Nonnegative Supermartingales and Martingales, and the Girsanov Theorem
  9. Altmetric Badge
    Chapter 8 Absolute Continuity of Measures corresponding to the Itô Processes and Processes of the Diffusion Type
  10. Altmetric Badge
    Chapter 9 General Equations of Optimal Nonlinear Filtering, Interpolation and Extrapolation of Partially Observable Random Processes
  11. Altmetric Badge
    Chapter 10 Optimal Filtering, Interpolation and Extrapolation of Markov Processes with a Countable Number of States
  12. Altmetric Badge
    Chapter 11 Optimal Linear Nonstationary Filtering
Attention for Chapter 5: The Wiener Process, the Stochastic Integral over the Wiener Process, and Stochastic Differential Equations
Altmetric Badge

Citations

dimensions_citation
384 Dimensions
Summary Dimensions citations
You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output. Click here to find out more.
Chapter title
The Wiener Process, the Stochastic Integral over the Wiener Process, and Stochastic Differential Equations
Chapter number 5
Book title
Statistics of Random Processes
Published by
Springer, Berlin, Heidelberg, January 2001
DOI 10.1007/978-3-662-13043-8_5
Book ISBNs
978-3-64-208366-2, 978-3-66-213043-8
Authors

Robert S. Liptser, Albert N. Shiryaev

View on publisher site

This page is provided by Altmetric.