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

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

Bibliographische Detailangaben
1. Verfasser: Krishnan, Venkatarama
Format: Buch
Sprache:English
Veröffentlicht: New York Wiley c1984.
Schlagworte:
Martingale (Mathematics).
Integrals, Stochastic.
Estimation theory.