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Fundamentals Of Stochastic Filtering
language: english
Publisher:
SPRINGER-VERLAG NEW YORK INC., November of 2010 ‧
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SYNOPSIS
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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| Property | Description |
|---|---|
| ISBN: | 9781441926425 |
| Publisher: | SPRINGER-VERLAG NEW YORK INC. |
| Release Date: | November of 2010 |
| Language: | English |
| Cover: | Softcover |
| Pages: | 390 |
| Format: | Book |
| Collection: | Stochastic Modelling And Applied Probability |
| Categories: |
Books in English
>
Science
>
Mathematics
|
| EAN: | 9781441926425 |
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