scientific article; zbMATH DE number 3567644

zbMath0364.60004MaRDI QIDQ4139359

Albert N. Shiryaev, Robert Sh. Liptser

Publication date: 1977

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Gaussian processes (60G15) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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