Stochastic Dynamics, Filtering and Optimization (English, Debasish Roy | G. Visweswara Rao)
by Debasish Roy | G. Visweswara Rao
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About the Book
Targeted at graduate students, researchers and practitioners in the field of science and engineering, this book gives a self-contained introduction to a measure-theoretic framework in laying out the definitions and basic concepts of random variables and stochastic diffusion processes. It then continues to weave into a framework of several practical tools and applications involving stochastic dynamical systems. These include tools for the numerica…
ISBN: 9781107182646
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