Fundamentals of stochastic filtering
Auteur :
Bain, Alan / Crisan, Dan
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9781441926425
Date de publication :
19 nov. 2010
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
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.