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1.
Statistics of random processes by Robert S. Liptser by
  • Liptser, Robert S
  • Shiryaev, Albert N
Series: ; | Stochastic Modelling and Applied Probability ; 6
Edition:
Material type: Text Book
Current publication frequency: .
Publication details: Berlin: Springer Science, 2001
Availability: Items available for loan: IIT Gandhinagar (2)Call number: 519.2 LIP , ...
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2.
Optimal stopping and free-boundary problems by
  • Peskir, Goran
  • Shiryaev, Albert N
Series: Lectures in Mathematics. ETH Zürich
Publication details: Basel : Birkhäuser Verlag, 2006
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.5 PES.

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