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Fundamentals Of Stochastic Filtering

by Dan Crisan e Alan Bain
language: english
Publisher: SPRINGER-VERLAG NEW YORK INC., November of 2010 ‧
102,74€
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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.

Fundamentals Of Stochastic Filtering

by Dan Crisan e Alan Bain

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