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Statistics and Control of Random Processes
 
Statistics and Control of Random Processes
Softcover ISBN:  978-0-8218-0411-7
Product Code:  STEKLO/202
List Price: $254.00
MAA Member Price: $228.60
AMS Member Price: $203.20
Statistics and Control of Random Processes
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Statistics and Control of Random Processes
Softcover ISBN:  978-0-8218-0411-7
Product Code:  STEKLO/202
List Price: $254.00
MAA Member Price: $228.60
AMS Member Price: $203.20
  • Book Details
     
     
    Proceedings of the Steklov Institute of Mathematics
    Volume: 2021995; 242 pp
    MSC: Primary 60; 62;

    This book contains papers by participants in two seminars, one on Martingales and Statistics of Stochastic Processes, and one on Sequential Analysis, both of which are held at the Steklov Institute of the Russian Academy of Sciences. The papers develop the concepts of martingales and semimartingales and stochastic calculus for them, as well as their applications in statistics and control of stochastic processes. The class of semimartingales—that is, the class of all processes which can be represented as a sum of a martingale and a process with bounded variation—is rather large. It contains such important processes as Brownian motion, Poisson processes, solutions of stochastic differential equations, and others. The papers treat theoretical aspects of statistics of stochastic processes as well as specific models of stochastic processes from the standpoint of their statistics and control. The collection is intended for undergraduate and graduate students and resarchers in probability theory and mathematical statistics.

    Readership

    Undergraduates, graduates, and researchers in probability theory and mathematical statistics.

  • Requests
     
     
    Review Copy – for publishers of book reviews
    Accessibility – to request an alternate format of an AMS title
Volume: 2021995; 242 pp
MSC: Primary 60; 62;

This book contains papers by participants in two seminars, one on Martingales and Statistics of Stochastic Processes, and one on Sequential Analysis, both of which are held at the Steklov Institute of the Russian Academy of Sciences. The papers develop the concepts of martingales and semimartingales and stochastic calculus for them, as well as their applications in statistics and control of stochastic processes. The class of semimartingales—that is, the class of all processes which can be represented as a sum of a martingale and a process with bounded variation—is rather large. It contains such important processes as Brownian motion, Poisson processes, solutions of stochastic differential equations, and others. The papers treat theoretical aspects of statistics of stochastic processes as well as specific models of stochastic processes from the standpoint of their statistics and control. The collection is intended for undergraduate and graduate students and resarchers in probability theory and mathematical statistics.

Readership

Undergraduates, graduates, and researchers in probability theory and mathematical statistics.

Review Copy – for publishers of book reviews
Accessibility – to request an alternate format of an AMS title
Please select which format for which you are requesting permissions.