[Stochastic Modelling and Applied Probability] Statistics of Random Processes Volume 6 || The Structure of Local Martingales, Absolute Continuity of Measures for Point Processes, and Filtering
Liptser, Robert S., Shiryaev, Albert N.Volume:
10.1007/97
Year:
2001
Language:
english
DOI:
10.1007/978-3-662-10028-8_9
File:
PDF, 2.86 MB
english, 2001