What do you think?
Rate this book
Statistics of Random Processes I: General Theory (Applications of Mathematics, 5) by R.S. Liptser
"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....These books...will become classics." --SIAM REVIEW
Hardcover
First published December 12, 2000
Ratings & Reviews
Friends & Following
Create a free account to discover what your friends think of this book!
Community Reviews
No one has reviewed this book yet.