Fundamentals of stochastic filtering [electronic resource] /
by Alan Bain, Dan Crisan.
- New York, NY : Springer New York, 2009.
- xiii, 390 p. : digital ; 24 cm.
- Stochastic modelling and applied probability, 60 0172-4568 ; .
Stochastic processes. Filters (Mathematics) Mathematics. Control Engineering. Numerical Analysis. Probability Theory and Stochastic Processes. Quantitative Finance.