Applied Stochastic Analysis PDF
By:M. H. A. Davis,Robert James Elliott
Published on 1991 by CRC Press
A collection of 22 articles based on papers presented at a workshop held at Imperial College, London, April 1989. They concern applications of stochastic analysis--the theory of stochastic integration, martingales and Markov processes--to a variety of applied problems centered around optimization of dynamical systems under uncertainty. Topics covered include characterization and approximation for stochastic system models, problems in stochastic control theory, and various facets of nonlinear filtering theory and system identification. Annotation copyrighted by Book News, Inc., Portland, OR
This Book was ranked at 37 by Google Books for keyword Applied.
Book ID of Applied Stochastic Analysis's Books is 2VvZ0dLoCIkC, Book which was written byM. H. A. Davis,Robert James Elliotthave ETAG "rfS2wKKj9eA"
Book which was published by CRC Press since 1991 have ISBNs, ISBN 13 Code is 9782881247163 and ISBN 10 Code is 2881247164
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