Nonlinear filtering and smoothing : an introduction to martingales, stochastic integrals and estimation
著者
書誌事項
Nonlinear filtering and smoothing : an introduction to martingales, stochastic integrals and estimation
Dover Publications, 2005
大学図書館所蔵 全5件
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