Bain, Alan.

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 ; .

9780387768960 (electronic bk.) 9780387768953 (paper)


Stochastic processes.
Filters (Mathematics)
Mathematics.
Control Engineering.
Numerical Analysis.
Probability Theory and Stochastic Processes.
Quantitative Finance.

519.22