Applied Stochastic Differential Equations (English, Simo Särkkä | Arno Solin)
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9781316510087
ISBN-10
1316510085
Author
Simo Särkkä | Arno Solin
About the Book
Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines. This book is motivated by applications of stochastic differential equations in target tracking and medical technology and, in particular, their use in methodologies such as filtering, smoothing, parameter estimation,…
ISBN: 9781316510087
ISBN-13: 9781316510087
ISBN-10: 1316510085
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Product ID: isbn-9781316510087
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