Ditemukan 2 dokumen yang sesuai dengan query
Schuss, Zeev, author
New York: John Wiley & Sons, 1980
519.2 SCH t
Buku Teks Universitas Indonesia Library
Schuss, Zeev, author
This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density....
New York: [Springer, ], 2012
e20419201
eBooks Universitas Indonesia Library
