1.

Record Nr.

UNICAMPANIAVAN00268357

Autore

Kallianpur, Gopinath

Titolo

Stochastic Filtering Theory / Gopinath Kallianpur

Pubbl/distr/stampa

New York, : Springer, 1980

Descrizione fisica

xvi, 318 p. : ill. ; 24 cm

Soggetti

60-XX - Probability theory and stochastic processes [MSC 2020]

60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]

60G44 - Martingales with continuous parameter [MSC 2020]

60H10 - Stochastic ordinary differential equations [MSC 2020]

60J60 - Diffusion processes [MSC 2020]

62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020]

93E11 - Filtering in stochastic control theory [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia