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Stochastic Analysis Seminar on Filtering Theory

These notes were originally written for the Stochastic Analysis Seminar in the Department of Operations Research and Financial Engineering at Princeton University, in February of 2011. The seminar was attended and supported by members of the Research Training Group, with the author being partially supported by NSF grant DMS-0739195.
Year of publication:
2014-06
Authors: Papanicolaou, Andrew
Institutions: arXiv.org
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Source:
Persistent link: https://www.econbiz.de/10010781411
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