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Published: 17 April 2008

286 Pages


ISBN: 9780199219704

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An Introduction to Stochastic Filtering Theory

Jie Xiong

Oxford Graduate Texts in Mathematics

  • An up-to-date reference on a topical subject
  • The author is a well-regarded researcher in the field
  • Each chapter on filtering contains a historical note
  • Methods introduced can be applied to more general stochastic partial differential equations