Elements of stochastic analysis

Petr Mandl

Kybernetika (1978)

  • Volume: 14, Issue: Suppl1, page (1)-54
  • ISSN: 0023-5954

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Mandl, Petr. "Elements of stochastic analysis." Kybernetika 14.Suppl1 (1978): (1)-54. <http://eudml.org/doc/28664>.

@article{Mandl1978,
author = {Mandl, Petr},
journal = {Kybernetika},
language = {eng},
number = {Suppl1},
pages = {(1)-54},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Elements of stochastic analysis},
url = {http://eudml.org/doc/28664},
volume = {14},
year = {1978},
}

TY - JOUR
AU - Mandl, Petr
TI - Elements of stochastic analysis
JO - Kybernetika
PY - 1978
PB - Institute of Information Theory and Automation AS CR
VL - 14
IS - Suppl1
SP - (1)
EP - 54
LA - eng
UR - http://eudml.org/doc/28664
ER -

References

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  1. М. Арато А. Н. Колмогоров Я. Г. Синай, Об оценке параметров комплексного стационарного гаусовского-марковского процесса, Доклады АН СССР 146 (1962), 430-435. (1962) Zbl1226.30001
  2. K. J. Åström, Introduction to Stochastic Control Theory, Academic Press, New York-London 1970. (1970) MR0270799
  3. J. M. C. Clark, The representation of functionals of Brownian motion by stochastic integrals, Annals of Math. Stat. 41 (1970), 1282-1295. (1970) Zbl0213.19402MR0270448
  4. J. L. Doob, Stochastic Processes, J. Wiley, New York-London 1953. (1953) Zbl0053.26802MR0058896
  5. И. И. Гихман А. В. Скороход, Теория случайных процессов, том III, Наука, Москва 1975. (1975) Zbl1195.33214
  6. П. Ш. Липцер А. Н. Ширяев, Статистика случайных процессов, Наука, Москва 1974. (1974) Zbl1235.49003
  7. P. Mandl, Stochastic Integrals and their Applications, (In Czech.) Instю of Information Theory and Automation, Czechosl. Acad. Sc., Prague 1976. (1976) 
  8. H. P. Mc Kean, Jr., Stochastic Integrals, Academic Press, New York -London 1969. (1969) MR0247684
  9. P. A. P. Moran, An Introduction to Probability Theory, Clarendon Press, Oxford 1968. (1968) Zbl0169.48602MR0247636
  10. M. Rosenblatt, Random Processes, Springer-Verlag, New York-Heidelberg-Berlin 1974. (1974) Zbl0287.60031MR0346883

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