Krishnan, Venkatarama, 1929-
Nonlinear filtering and smoothing : an introduction to martingales, stochastic integrals, and estimation / Venkatarama Krishnan. - New York : Wiley, c1984. - xiii, 314 p. ; 24 cm.
"A Wiley-Interscience publication."
Includes bibliographical references and index.
0471898406
Martingales (Mathematics).
Stochastic integrals.
Estimation theory.
519.236
Nonlinear filtering and smoothing : an introduction to martingales, stochastic integrals, and estimation / Venkatarama Krishnan. - New York : Wiley, c1984. - xiii, 314 p. ; 24 cm.
"A Wiley-Interscience publication."
Includes bibliographical references and index.
0471898406
Martingales (Mathematics).
Stochastic integrals.
Estimation theory.
519.236