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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
| Media | Böcker Pocketbok (Bok med mjukt omslag och limmad rygg) |
| Releasedatum | 19 november 2010 |
| ISBN13 | 9781441926425 |
| Utgivare | Springer-Verlag New York Inc. |
| Antal sidor | 390 |
| Mått | 155 × 235 × 21 mm · 566 g |
| Språk | Engelska |
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