Statistics and control of stochastic processes: the Liptser Festschrift : proceedings of Steklov Mathematical Institute Seminar, Steklov Mathematical Institute, 1995-1996
"This volume contains papers presented at the Steklov Seminar on Statistics and Control of Stochastic Processes. For the past three decades, the seminar has determined the development, in a number of important directions, of the theory of random processes not only in the USSR (now Russia) but i...
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| Corporate Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore
World Scientific Publishing Co. Pte Ltd.
c1997
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| Subjects: | |
| Online Access: | FHN01 FWS01 FWS02 Volltext |
| Summary: | "This volume contains papers presented at the Steklov Seminar on Statistics and Control of Stochastic Processes. For the past three decades, the seminar has determined the development, in a number of important directions, of the theory of random processes not only in the USSR (now Russia) but in the whole world. It was organised by A N Shiryaev in collaboration with N V Krylov and R Sh Liptser. It started off with optimal stopping and filtering with applications to engineering, and very soon extended its interests to more general problems of stochastic control, causal and anticipating stochastic calculus, limit theorems for semimartingales, martingale methods in queueing theory, foundations of statistics of random processes and, in recent years, mathematical finance. Many studies, for example of stochastic PDEs or extended stochastic integrals, anticipated largely Western works. The contributions in this book are devoted to the hottest topics and united by a martingale methodology which was the key idea of the seminar."--Publisher's website |
| Item Description: | Title from PDF title page (viewed June 6, 2017) |
| Physical Description: | 1 online resource (378 p.) ill |
| ISBN: | 9789814529150 |
Staff View
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| language | English |
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| spellingShingle | Statistics and control of stochastic processes the Liptser Festschrift : proceedings of Steklov Mathematical Institute Seminar, Steklov Mathematical Institute, 1995-1996 Lipt͡ser, R. Sh / (Robert Shevilevich) / Congresses Mathematical statistics / Congresses Stochastic processes / Congresses Electronic books Statistik (DE-588)4056995-0 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4056995-0 (DE-588)4057630-9 |
| title | Statistics and control of stochastic processes the Liptser Festschrift : proceedings of Steklov Mathematical Institute Seminar, Steklov Mathematical Institute, 1995-1996 |
| title_alt | Proceedings of Steklov Mathematical Institute Seminar |
| title_auth | Statistics and control of stochastic processes the Liptser Festschrift : proceedings of Steklov Mathematical Institute Seminar, Steklov Mathematical Institute, 1995-1996 |
| title_exact_search | Statistics and control of stochastic processes the Liptser Festschrift : proceedings of Steklov Mathematical Institute Seminar, Steklov Mathematical Institute, 1995-1996 |
| title_full | Statistics and control of stochastic processes the Liptser Festschrift : proceedings of Steklov Mathematical Institute Seminar, Steklov Mathematical Institute, 1995-1996 editors, Yu.M. Kabanov, B.L. Rozovskii, A.N. Shiryaev |
| title_fullStr | Statistics and control of stochastic processes the Liptser Festschrift : proceedings of Steklov Mathematical Institute Seminar, Steklov Mathematical Institute, 1995-1996 editors, Yu.M. Kabanov, B.L. Rozovskii, A.N. Shiryaev |
| title_full_unstemmed | Statistics and control of stochastic processes the Liptser Festschrift : proceedings of Steklov Mathematical Institute Seminar, Steklov Mathematical Institute, 1995-1996 editors, Yu.M. Kabanov, B.L. Rozovskii, A.N. Shiryaev |
| title_short | Statistics and control of stochastic processes |
| title_sort | statistics and control of stochastic processes the liptser festschrift proceedings of steklov mathematical institute seminar steklov mathematical institute 1995 1996 |
| title_sub | the Liptser Festschrift : proceedings of Steklov Mathematical Institute Seminar, Steklov Mathematical Institute, 1995-1996 |
| topic | Lipt͡ser, R. Sh / (Robert Shevilevich) / Congresses Mathematical statistics / Congresses Stochastic processes / Congresses Electronic books Statistik (DE-588)4056995-0 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Lipt͡ser, R. Sh / (Robert Shevilevich) / Congresses Mathematical statistics / Congresses Stochastic processes / Congresses Electronic books Statistik Stochastischer Prozess |
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