Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals and Estimation

Shelfclass_id 2.J
Sortkey KRISHNAN, VENKATARAMA
Authors Venkatarama Krishnan
Title Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals and Estimation
Publisher John Wiley & Sons, Inc.
Year c1984
Languages eng
Isbn 0471898406
Description xiii, 314 p. 25 cm.
Record date 20100107
Location New York
Keywords Martingales (Mathematics), Stochastic integrals, Estimation theory
Notes "A Wiley-Interscience publication."