Produkt mají v nabídce:
Fundamentals of Stochastic Filtering - Bain, Alan a Crisan, Dan
Stochastic ?ltering in continuous time relies heavily on measure theory, stochasticprocessesandstochasticcalculus.Whileknowledgeofbasicmeasure theory and probability is assumed, the text is largely self-contained in that the majority of the results needed are stated in two appendices.
