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

Dades bibliogràfiques
Autor principal:	Krishnan, Venkatarama
Format:	Llibre
Idioma:	English
Publicat:	New York Wiley c1984.
Matèries:	Martingale (Mathematics). Integrals, Stochastic. Estimation theory.