Liptser, R. S.

Statistics of random processes / - 2nd - New York: Springer-Verlag, 1977, 2001 - ix, 394p. Index - Application of Mathematics v. 5 .

"Translated from the Russian edition Statistika Sluchainyk Protsessov, 1974 by A. B. Aries"

519.2 / L767.SR