An edition of Nonlinear filtering and smoothing (1984)
an introduction to martingales, stochastic integrals and estimation
By Venkatarama Krishnan
Publish Date
1984
Publisher
Wiley,John Wiley & Sons Inc
Language
eng
Pages
325
Description:
subjects: Stochastic processes, Stochastic integrals, Martingales (Mathematics), Estimation theory, Nonlinear theories