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