Applications of martingale methods

zbMath0701.62011MaRDI QIDQ914274

Robert Sh. Liptser, Anatoliy I. Yashin

Publication date: 1988

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

adaptive filteringlife insurancesoftware reliabilityqueueing modelsconsistent least squares estimationGaussian diffusion approximationprice determination

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Martingales with discrete parameter (60G42) Queueing theory (aspects of probability theory) (60K25) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Sequential statistical analysis (62L10)

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