Nonlinear filtering and smoothing introduction to martingales, stochastic integrals and estimation.

Detalhes bibliográficos
Autor principal:	Krishnan, Venkatarama
Formato:	Livro
Idioma:	English
Publicado em:	New York Wiley c1984.
Assuntos:	Martingale (Mathematics). Integrals, Stochastic. Estimation theory.