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  • Linear Theory and Applications to Non-Linear Filtering
    Boris L. Rozovsky; Sergey V. Lototsky
    978-3-319-94893-5
    2018
    Edition 2
    • Provides a self-contained development of the theory of generalized solutions of stochastic parabolic equations
    • Explores equations of optimal non-linear filtering, interpolation, and extrapolation of diffusion processes in detail
    • Establishes various connections between diffusions and linear stochastic parabolic equations

    €170

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