Liptser, R. S.; Shiryayev, A. N. Statistics of random processes. I. General theory. Translated by A. B. Aries. (English) Zbl 0364.60004 Applications of Mathematics. 5. New York - Heidelberg - Berlin: Springer- Verlag. IX, 394 p. DM 64.80; $ 32.40 (1977). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 20 ReviewsCited in 384 Documents MSC: 60-02 Research exposition (monographs, survey articles) pertaining to probability theory 60H05 Stochastic integrals 60G15 Gaussian processes 60G17 Sample path properties 60G20 Generalized stochastic processes 60G40 Stopping times; optimal stopping problems; gambling theory 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 60H15 Stochastic partial differential equations (aspects of stochastic analysis) 62M05 Markov processes: estimation; hidden Markov models 93E10 Estimation and detection in stochastic control theory PDF BibTeX XML