Fundamentals of Stochastic Filtering
Alan Bain, Dan Crisan
Springer-Verlag New York Inc., 2010
134,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781441926425
- ISBN-10
- 1441926429
- Publisher
- Springer-Verlag New York Inc.
- Year
- 2010
- Publication date
- 2010-11-19
- Pages
- 390
- Dimensions
- 235x155x