Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filtering (Probability Theory and Stochastic Modelling, 89)
by Boris L. Rozovsky, Sergey V. Lototsky
Stochastic Evolution Systems presents a mathematical study of linear theory and its applications to non-linear filtering. Written within the fields of probability theory and stochastic modelling, it offers a focused resource for readers interested in stochastic systems, filtering, and related analytical methods.
About This Book
This book examines stochastic evolution systems through the lens of linear theory.
It connects these systems with applications to non-linear filtering, highlighting the relationship between abstract mathematical methods and filtering problems.
Positioned within probability theory and stochastic modelling, the work is intended for readers seeking a focused treatment of these topics.
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