This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in target tracking and medical technology, and... Læs mere
This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in target tracking and medical technology, and... Læs mere
The second edition of this accessible introduction for graduate students and advanced undergraduates presents the current state-of-the-art filtering and smoothing... Læs mere