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Fundamentals of Stochastic Filtering - Stochastic Modelling and Applied Probability 1st ed. Softcover of orig. ed. 2009 edition
Alan Bain
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Fundamentals of Stochastic Filtering - Stochastic Modelling and Applied Probability 1st ed. Softcover of orig. ed. 2009 edition
Alan Bain
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.
406 pages, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | November 19, 2010 |
| ISBN13 | 9781441926425 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 390 |
| Dimensions | 155 × 235 × 21 mm · 566 g |
| Language | English |
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