Stochastic dynamics, filtering, and optimization
- xxxvii, 709 pages : illustrations ; 25 cm
Includes bibliographical references (pages 694-699) and index.
"Provides a self-contained introduction to a measure-theoretic framework in laying out the definitions and basic concepts of random variables and stochastic diffusion processes"--
9781107182646
Random Variables Probabilities Stochastic Processes Probability Theory