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Avtomatika i Telemekhanika, 1988, Issue 11, Pages 169–176
(Mi at6640)
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Methodical Problems of Control Theory
Application of martingale methods
R. Sh. Liptser, A. I. Yashin Moscow
Abstract:
The range of applications where martingale methods may prove useful includes pricing, life insurance, adaptive filtering, successive check of assumptions, Gaussian diffuse approximation in bulk service models, consistency of estimates in the method of least squares, and software reliability.
Received: 13.04.1987
Citation:
R. Sh. Liptser, A. I. Yashin, “Application of martingale methods”, Avtomat. i Telemekh., 1988, no. 11, 169–176; Autom. Remote Control, 49:11 (1988), 1526–1531
Linking options:
https://www.mathnet.ru/eng/at6640 https://www.mathnet.ru/eng/at/y1988/i11/p169
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