Nonlinear filtering and smoothing : an introduction to martingales, stochastic integrals and estimation

書誌事項

Nonlinear filtering and smoothing : an introduction to martingales, stochastic integrals and estimation

Venkatarama Krishnan

Dover Publications, 2005

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注記

"This Dover edition, first published in 2005, is an augmented republication of the work originally published by John Wiley & Sons, New York, in 1984. The author has written a new preface to the Dover edition and has provided an Errata list."--T.p. verso

Includes bibliographical references (p. 307-310) and index

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