Buy new:
$111.45
FREE delivery Monday, May 6
Ships from: Amazon.com
Sold by: Amazon.com
List Price: $159.99 Details

The List Price is the suggested retail price of a new product as provided by a manufacturer, supplier, or seller. Except for books, Amazon will display a List Price if the product was purchased by customers on Amazon or offered by other retailers at or above the List Price in at least the past 90 days. List prices may not necessarily reflect the product's prevailing market price.
Learn more
Save: $48.54 (30%)
FREE Returns
Only 1 left in stock (more on the way).
$$111.45 () Includes selected options. Includes initial monthly payment and selected options. Details
Price
Subtotal
$$111.45
Subtotal
Initial payment breakdown
Shipping cost, delivery date, and order total (including tax) shown at checkout.
Ships from
Amazon.com
Ships from
Amazon.com
Sold by
Amazon.com
Sold by
Amazon.com
Returns
Eligible for Return, Refund or Replacement within 30 days of receipt
Eligible for Return, Refund or Replacement within 30 days of receipt
This item can be returned in its original condition for a full refund or replacement within 30 days of receipt.
Read full return policy
Returns
Eligible for Return, Refund or Replacement within 30 days of receipt
This item can be returned in its original condition for a full refund or replacement within 30 days of receipt.
Read full return policy
Payment
Secure transaction
Your transaction is secure
We work hard to protect your security and privacy. Our payment security system encrypts your information during transmission. We don’t share your credit card details with third-party sellers, and we don’t sell your information to others. Learn more
Payment
Secure transaction
We work hard to protect your security and privacy. Our payment security system encrypts your information during transmission. We don’t share your credit card details with third-party sellers, and we don’t sell your information to others. Learn more
FREE delivery Thursday, May 2. Order within 9 hrs 45 mins
Used: Good | Details
Sold by FastShip-CustomerFocus
Fulfilled by Amazon
Condition: Used: Good
Comment: Dings on front & back. Minimal signs of wear. Reading pages clean. Ships direct from Amazon!

Fulfillment by Amazon (FBA) is a service we offer sellers that lets them store their products in Amazon's fulfillment centers, and we directly pack, ship, and provide customer service for these products. Something we hope you'll especially enjoy: FBA items qualify for FREE Shipping and Amazon Prime.

If you're a seller, Fulfillment by Amazon can help you grow your business. Learn more about the program.

Access codes and supplements are not guaranteed with used items.
Amazon book clubs early access
Loading your book clubs
There was a problem loading your book clubs. Please try again.
Not in a club? Learn more
Amazon book clubs early access

Join or create book clubs

Choose books together

Track your books
Bring your club to Amazon Book Clubs, start a new book club and invite your friends to join, or find a club that’s right for you for free.
Explore Amazon Book Clubs
Kindle app logo image

Download the free Kindle app and start reading Kindle books instantly on your smartphone, tablet, or computer - no Kindle device required.

Read instantly on your browser with Kindle for Web.

Using your mobile phone camera - scan the code below and download the Kindle app.

QR code to download the Kindle App

Statistics of Random Processes II 2nd rev. and exp. ed. 2001 Edition

by Robert S. Liptser (Author), Albert N. Shiryaev (Author), A.B. Aries (Translator)
4.0 4.0 out of 5 stars 1 rating
See all formats and editions
{"desktop_buybox_group_1":[{"displayPrice":"$111.45","priceAmount":111.45,"currencySymbol":"$","integerValue":"111","decimalSeparator":".","fractionalValue":"45","symbolPosition":"left","hasSpace":false,"showFractionalPartIfEmpty":true,"offerListingId":"fbHY9cX0%2Bnd6STGgbTD2hwVqpTA3CS37xhSN%2B4D%2B2ngtcxAR2LWguQdaPA%2FikkTu%2Bfy2QMw%2BHH8joEHbeIGU554ibpFY69yA3mFg92Eypm8Uu7EsMNUZhj5yll%2BY2SXDSO7QgJUID%2FM%3D","locale":"en-US","buyingOptionType":"NEW","aapiBuyingOptionIndex":0}, {"displayPrice":"$49.99","priceAmount":49.99,"currencySymbol":"$","integerValue":"49","decimalSeparator":".","fractionalValue":"99","symbolPosition":"left","hasSpace":false,"showFractionalPartIfEmpty":true,"offerListingId":"fbHY9cX0%2Bnd6STGgbTD2hwVqpTA3CS371o%2B1y%2Fwb2Wy5jhuZ6HeNGu6WAE%2FTtUkNAM6L5ygljiociQjzo8PZEW8g%2BvOwtbWIn96%2FAxONNIXk%2Bn4OE2WRRd9Bc%2FeFfhMItdhoaQka83w7AwVs%2BKyIGp05%2FtOaEaUk%2F6g3vM%2BSSB3e1ifFH6QM%2Fb%2FLVEkO%2F3hW","locale":"en-US","buyingOptionType":"USED","aapiBuyingOptionIndex":1}]}

Purchase options and add-ons

At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the Ito formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the square integrable martingale. In a short time, this theory was applied to such areas as nonlinear filtering, optimal stochastic control, statistics for diffusion­ type processes. In the first edition of these volumes, the stochastic calculus, based on square integrable martingale theory, was presented in detail with the proof of the Doob-Meyer decomposition for submartingales and the description of a structure for stochastic integrals. In the first volume ('General Theory') these results were used for a presentation of further important facts such as the Girsanov theorem and its generalizations, theorems on the innovation pro­ cesses, structure of the densities (Radon-Nikodym derivatives) for absolutely continuous measures being distributions of diffusion and ItO-type processes, and existence theorems for weak and strong solutions of stochastic differential equations. All the results and facts mentioned above have played a key role in the derivation of 'general equations' for nonlinear filtering, prediction, and smoothing of random processes.
Previous page
  1. ISBN-10
    3540639284
  2. ISBN-13
    978-3540639282
  3. Edition
    2nd rev. and exp. ed. 2001
  4. Publisher
    Springer
  5. Publication date
    November 6, 2000
  6. Language
    English
  7. Dimensions
    6.25 x 1 x 9.5 inches
  8. Print length
    417 pages
  9. See all details
Next page
Amazon First Reads | Editors' picks at exclusive prices

Customers who bought this item also bought

Page 1 of 1 Start overPage 1 of 1
Previous page
  1. Statistics of Random Processes I
Next page

Editorial Reviews

Review

From the reviews:

JOURNAL OF THE AMERICAN STOCHASTIC ASSOCIATION

"The material is accessible to researchers and advanced graduate students. These two classic volumes are very important resources for both probabilists and statisticians."

SIAM REVIEW

"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering…What is special about these books is their broad coverage and in-depth study of optimal filtering problems…The books can be used by researchers in different areas who need to use stochastic calculus and who treat state estimation, detection, and stochastic control problems under incomplete information and partial observations…These two books are a comprehensive treatise on stochastic calculus, random processes, and filtering theory, and provide an excellent and illuminating introduction to these fields with a wide range of theoretical and practical issues. With the new additions and modifications of the first edition, they are to be welcomed and benefit not only the systems theory and control community but also mathematicians working on stochastic processes; engineers in control, communication, and signal processing; researchers in financial engineering; and scientists in many other related fields. It is conceivable that these books will have a significant impact on the aforementioned fields and will become classics."

SIAM REVIEW

"…and the second volume can be used as a text for a special topics course in filtering."

From the Back Cover

The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The required mathematical background is presented in the first volume: the theory of martingales, stochastic differential equations, the absolute continuity of probability measures for diffusion and Ito processes, elements of stochastic calculus for counting processes. The book is not only addressed to mathematicians but should also serve the interests of other scientists who apply probabilistic and statistical methods in their work. The theory of martingales presented in the book has an independent interest in connection with problems from financial mathematics.
In the second edition, the authors have made numerous corrections, updating every chapter, adding two new subsections devoted to the Kalman filter under wrong initial conditions, as well as a new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent years.

Product details

  • Publisher ‏ : ‎ Springer; 2nd rev. and exp. ed. 2001 edition (November 6, 2000)
  • Language ‏ : ‎ English
  • Hardcover ‏ : ‎ 417 pages
  • ISBN-10 ‏ : ‎ 3540639284
  • ISBN-13 ‏ : ‎ 978-3540639282
  • Item Weight ‏ : ‎ 3.77 pounds
  • Dimensions ‏ : ‎ 6.25 x 1 x 9.5 inches
  • Customer Reviews:
    4.0 4.0 out of 5 stars 1 rating

Customer reviews

4 out of 5 stars
4 out of 5
1 global rating

Top review from the United States

DAT HUYNH
4.0 out of 5 stars Four Stars
Reviewed in the United States on February 19, 2018
Verified Purchase
I like it !
Helpful
 Report