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Fundamentals of Stochastic Filtering
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Fundamentals of Stochastic Filtering

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.
Författare
Alan Bain, Dan Crisan
Upplaga
2009 ed.
ISBN
9780387768953
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2008-10-23
Sidor
390