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Stochastic dynamics, filtering, and optimization / Debasish Roy, G. Visweswara Rao.

By: Contributor(s): Material type: TextTextPublication details: India Cambridge 2017Description: xxxvii, 709 pages : illustrations ; 25 cmISBN:
  • 9781107182646 (hardback : alk. paper)
Subject(s): DDC classification:
  • 519.2 ROY-D 23
LOC classification:
  • QA273 .R8677 2017
Summary: "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"--
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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"--

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