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Statistics of Random Processes: I. General Theory (Stochastic Modelling and Applied Probability) - Robert S. Liptser
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Robert S. Liptser:
Statistics of Random Processes: I. General Theory (Stochastic Modelling and Applied Probability) - Livres de poche

2013, ISBN: 3642083668

[SR: 4578278], Paperback, [EAN: 9783642083662], Springer, Springer, Book, [PU: Springer], 2013-10-04, Springer, These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions include new material, expanded chapters, and comments on recent progress in the field., 278337, Calculus & Mathematical Analysis, 278339, Complex Analysis, 278340, Differential Equations, 278342, Functional Analysis, 278346, Real Analysis, 278347, Vector & Tensor Analysis, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 278385, Probability & Statistics, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 922858, Chaos & Dynamic Systems, 278409, Physics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 922942, Maths, 922868, Popular Science, 57, Science & Nature, 1025612, Subjects, 266239, Books, 570896, Non-linear Science, 570874, Applied Mathematics, 564352, Mathematics, 564334, Scientific, Technical & Medical, 1025612, Subjects, 266239, Books, 570878, Statistics & Probability, 570874, Applied Mathematics, 564352, Mathematics, 564334, Scientific, Technical & Medical, 1025612, Subjects, 266239, Books

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Statistics of Random Processes: I. General Theory (Stochastic Modelling and Applied Probability) - Robert S. Liptser
Livre non disponible
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Robert S. Liptser:
Statistics of Random Processes: I. General Theory (Stochastic Modelling and Applied Probability) - Livres de poche

2013, ISBN: 3642083668

[SR: 4578278], Paperback, [EAN: 9783642083662], Springer, Springer, Book, [PU: Springer], 2013-10-04, Springer, These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions include new material, expanded chapters, and comments on recent progress in the field., 278337, Calculus & Mathematical Analysis, 278339, Complex Analysis, 278340, Differential Equations, 278342, Functional Analysis, 278346, Real Analysis, 278347, Vector & Tensor Analysis, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 278385, Probability & Statistics, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 922858, Chaos & Dynamic Systems, 278409, Physics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 922942, Maths, 922868, Popular Science, 57, Science & Nature, 1025612, Subjects, 266239, Books, 570896, Non-linear Science, 570874, Applied Mathematics, 564352, Mathematics, 564334, Scientific, Technical & Medical, 1025612, Subjects, 266239, Books, 570878, Statistics & Probability, 570874, Applied Mathematics, 564352, Mathematics, 564334, Scientific, Technical & Medical, 1025612, Subjects, 266239, Books

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Statistics of Random Processes - Robert Liptser
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Robert Liptser:
Statistics of Random Processes - Livres de poche

ISBN: 9783642083662

[ED: Taschenbuch], [PU: Springer], Neuware - The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The required mathematical background is presented in the first volume: the theory of martingales, stochastic differential equations, the absolute continuity of probability measures for diffusion and Ito processes, elements of stochastic calculus for counting processes. The book is not only addressed to mathematicians but should also serve the interests of other scientists who apply probabilistic and statistical methods in their work. The theory of martingales presented in the book has an independent interest in connection with problems from financial mathematics. In the second edition, the authors have made numerous corrections, updating every chapter, adding two new subsections devoted to the Kalman filter under wrong initial conditions, as well as a new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent years. -, [SC: 0.00], Neuware, gewerbliches Angebot, 235x155x24 mm, [GW: 672g]

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Statistics of Random Processes - Robert Liptser
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Robert Liptser:
Statistics of Random Processes - Livres de poche

2010, ISBN: 3642083668

ID: 10407802709

[EAN: 9783642083662], New book, [SC: 7.54], [PU: Springer Dez 2010], Neuware - The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The required mathematical background is presented in the first volume: the theory of martingales, stochastic differential equations, the absolute continuity of probability measures for diffusion and Ito processes, elements of stochastic calculus for counting processes. The book is not only addressed to mathematicians but should also serve the interests of other scientists who apply probabilistic and statistical methods in their work. The theory of martingales presented in the book has an independent interest in connection with problems from financial mathematics. In the second edition, the authors have made numerous corrections, updating every chapter, adding two new subsections devoted to the Kalman filter under wrong initial conditions, as well as a new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent years. 448 pp. Englisch

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Statistics of Random Processes als Buch von Robert Liptser, Albert N. Shiryaev - Robert Liptser, Albert N. Shiryaev
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Robert Liptser, Albert N. Shiryaev:
Statistics of Random Processes als Buch von Robert Liptser, Albert N. Shiryaev - edition reliée, livre de poche

2001, ISBN: 9783642083662

ID: 694311579

Statistics of Random Processes:I. General Theory Stochastic Modelling and Applied Probability. Softcover reprint of the original 2nd ed. 2001. Robert Liptser, Albert N. Shiryaev Statistics of Random Processes:I. General Theory Stochastic Modelling and Applied Probability. Softcover reprint of the original 2nd ed. 2001. Robert Liptser, Albert N. Shiryaev Bücher > Wissenschaft > Mathematik, Springer

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Détails sur le livre
Statistics of Random Processes
Auteur:

Liptser, Robert S.; Shiryaev, Albert N.

Titre:

Statistics of Random Processes

ISBN:

These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions include new material, expanded chapters, and comments on recent progress in the field.

Informations détaillées sur le livre - Statistics of Random Processes


EAN (ISBN-13): 9783642083662
ISBN (ISBN-10): 3642083668
Version reliée
Livre de poche
Date de parution: 2010
Editeur: Springer-Verlag GmbH
444 Pages
Poids: 0,666 kg
Langue: eng/Englisch

Livre dans la base de données depuis 10.08.2010 16:34:05
Livre trouvé récemment le 06.05.2017 14:13:06
ISBN/EAN: 9783642083662

ISBN - Autres types d'écriture:
3-642-08366-8, 978-3-642-08366-2


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