Statistics of Random Processes II: Applications (Stochastic Modelling and Applied Probability) by Robert S. Liptser
English | 2001 | ISBN: 364208365X | 408 Pages | DJVU | 2 MB
"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications.
Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering.
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