Fundamentals of Stochastic Filtering

Name: Fundamentals of Stochastic Filtering
Brand: Springer-Verlag New York Inc.
SKU: 2318012
Author: Dan Crisan

Dan Crisan, Alan Bain

Springer-Verlag New York Inc.

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Krátký popis

Stochastic ?ltering in continuous time relies heavily on measure theory, stochasticprocessesandstochasticcalculus.Whileknowledgeofbasicmeasure theory and probability is assumed, the text is largely self-contained in that the majority of the results needed are stated in two appendices.

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Výběr knih autorů Dan Crisan , Alan Bain