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Fundamentals of Stochastic Filtering - Stochastic Modelling and Applied Probability Alan Bain 1st ed. Softcover of orig. ed. 2009 edition
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Fundamentals of Stochastic Filtering - Stochastic Modelling and Applied Probability
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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 19 de noviembre de 2010 |
| ISBN13 | 9781441926425 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 390 |
| Dimensiones | 155 × 235 × 21 mm · 566 g |
| Lengua | Inglés |
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