Roy, Debasish Kumar

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

519.2 R6S8