Nonlinear Filtering and Smoothing - Venkatarama Krishnan
An Introduction to Martingales, Stochastic Integrals and Estimation
KORTE INHOUD
Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications. Many theorems feature heuristic proofs; others include rigorous proofs to reinforce physical understanding. Numerous end-of-chapter problems enhance the book's practical value.
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21 cm. original paperback. 316 pp. references. index. -(spine slightly rubbed, otherwise good). 370 [Auteur: KRISHNAN, V.] [Uitgever: Dover Publications] [Jaar: 1984] [Titel: Nonlinear filtering and smoothing. an introduction to martingales, stochastic integrals and estimation.]
