Statistics of random processes /
R. S. Liptser, A. N. Shiryayev ; Transl. by A. B. Aries.
- New York : Springer-Verlag, 1977-.
- 2 v. ; 24 cm.
- Applications of mathematics 5, 6 .
Revised and expanded translation of the authors' Statistika sluchainykh protsessov, originally published in 1974.
Includes bibliogr. references and indexes.
General theory Applications. 1. (1977; ix, 394 p.) 2. (1978; x, 339 p.)