
Applied Stochastic Differential Equations (English, Simo Särkkä | Arno Solin)
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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
Book Specifications
| ISBN-13 | 9781316510087 |
| ISBN-10 | 1316510085 |
| Publisher | Cambridge University Press |
| Category | Cambridge University Press |
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