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).


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