[PDF.28dv] An Introduction to Stochastic Filtering Theory (Oxford Graduate Texts in Mathematics)

An Introduction to Stochastic Filtering Theory (Oxford Graduate Texts in Mathematics)

[PDF.og69] An Introduction to Stochastic Filtering Theory (Oxford Graduate Texts in Mathematics)

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 | #3801609 in Books |  2008-09-15 | Original language:English | PDF # 1 |  6.20 x.90 x9.30l,1.10 | File type: PDF | 224 pages

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|| ||"The book provides the reader with a comprehensive view of the mathematical theory of optimal filtering of diffusion processes. The presentation in the book is remarkably self-contained, making the reading enjoyable for an expert and accessible to a beginner.

Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance.
As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has been extensively studied to seek more effective numerical approximations of the optimal filter; t...

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