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An introduction to stochastic filtering theory /
Stochastic filtering theory is a field that has seen a rapid development in recent years and this book, aimed at graduates and researchers in applied mathematics, provides an accessible introduction covering recent developments. - ;Stochastic Filtering Theory uses probability tools to estimate unobs...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Oxford, UK :
Oxford University Press,
2008.
|
| Colección: | Oxford graduate texts in mathematics ;
18. Oxford mathematics. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Xiong, Jie. | |
| 245 | 1 | 3 | |a An introduction to stochastic filtering theory / |c Jie Xiong. |
| 260 | |a Oxford, UK : |b Oxford University Press, |c 2008. | ||
| 300 | |a 1 online resource (xiii, 270 pages) | ||
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| 490 | 1 | |a Oxford graduate texts in mathematics ; |v 18 | |
| 490 | 1 | |a Oxford mathematics | |
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Contents; 1 Introduction; 2 Brownian motion and martingales; 3 Stochastic integrals and Itô's formula; 4 Stochastic differential equations; 5 Filtering model and Kallianpur-Striebel formula; 6 Uniqueness of the solution for Zakai's equation; 7 Uniqueness of the solution for the filtering equation; 8 Numerical methods; 9 Linear filtering; 10 Stability of non-linear filtering; 11 Singular filtering; Bibliography; List of Notations; Index. | |
| 520 | |a Stochastic filtering theory is a field that has seen a rapid development in recent years and this book, aimed at graduates and researchers in applied mathematics, provides an accessible introduction covering recent developments. - ;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 bee. | ||
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| 650 | 0 | |a Stochastic processes. | |
| 650 | 0 | |a Filters (Mathematics) | |
| 650 | 0 | |a Prediction theory. | |
| 650 | 2 | |a Stochastic Processes | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 6 | |a Filtres (Mathématiques) | |
| 650 | 6 | |a Théorie de la prévision. | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x Stochastic Processes. |2 bisacsh | |
| 650 | 7 | |a Filters (Mathematics) |2 fast | |
| 650 | 7 | |a Prediction theory |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
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| 776 | 0 | 8 | |i Print version: |a Xiong, Jie. |t Introduction to stochastic filtering theory. |d Oxford, UK : Oxford University Press, 2008 |w (DLC) 2008004176 |
| 830 | 0 | |a Oxford graduate texts in mathematics ; |v 18. | |
| 830 | 0 | |a Oxford mathematics. | |
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