Continuous-time Stochastic Processes – alle Bücher

Ihre Suche nach "Continuous-time stochastic processes" ergab 2 Treffer

Maria V. Kulikova, Gennady Yu. Kulikov

State Estimation for Nonlinear Continuous¿Discrete Stochastic Systems

Studies in Systems, Decision and Control -Band 539

This book addresses the problem of accurate state estimation in nonlinear continuous-time stochastic models with additive noise and discrete measurements. Its main focus is on numerical aspects of computa…

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Andrea Pascucci

Probability Theory II

La Matematica per il 3+2 -Band 166

This book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus. The content is treated rigorously, comprehensively, and independently. In the first part, …

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EUR 63,99*

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