Stochastic Filtering Theory / Gopinath Kallianpur

• Autore: Kallianpur, Gopinath
• Pubblicazione: New York, : Springer, 1980
• Descrizione fisica: xvi, 318 p. : ill. ; 24 cm
• Soggetto topico: 60G44 - Martingales with continuous parameter [MSC 2020]; 60-XX - Probability theory and stochastic processes [MSC 2020]; 60H10 - Stochastic ordinary differential equations [MSC 2020]; 60J60 - Diffusion processes [MSC 2020]; 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]; 93E11 - Filtering in stochastic control theory [MSC 2020]; 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020]
• Soggetto non controllato: Filtering; Filtering problems; Martingales; Prediction; Statistics; Stochastic processes
• Titolo autorizzato: Stochastic filtering theory
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0268357
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-1-4757-6592-2
• Serie: Stochastic modelling and applied probability New York [etc.] . -Springer ; 13