Stochastic dynamics, filtering, and optimization /

Roy, Debasish Kumar, 1946-

Stochastic dynamics, filtering, and optimization / Debasish Roy, G. Visweswara Rao. - India Cambridge 2017 - xxxvii, 709 pages : illustrations ; 25 cm

Includes bibliographical references (pages 694-699) and index.

"Provides a self-contained introduction to a measure-theoretic framework in laying out the definitions and basic concepts of random variables and stochastic diffusion processes"--

9781107182646 (hardback : alk. paper)

2017023045


Random variables--Textbooks.
Probabilities--Textbooks.
Stochastic processes--Textbooks.

QA273 / .R8677 2017

519.2 ROY-D
An institution deemed to be a University Estd. Vide Sec.3 of the UGC
Act,1956 under notification # F.12-23/63.U-2 of Jun 18,1964

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