Nonlinear filtering and smoothing : an introduction to martingales, stochastic integrals and estimation

Venkatarama Krishnan
Bok · Språk ikke angitt · 1984

Utgitt	New York : Wiley , c1984
Omfang	xiii, 314 s. : fig.
Emner	Estimation theory. Integrals, Stochastic. Martingales (Mathematics) Estimering Vis mer... Stokastiske differensialligninger Stokastiske prosesser
ISBN	0471898406