Measure Theory and Filtering
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Publication:2914432
DOI10.1017/CBO9780511755330zbMath1250.60019MaRDI QIDQ2914432
Robert J. Elliott, Lakhdar Aggoun
Publication date: 20 September 2012
Gaussian processes (60G15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25) Stochastic analysis (60Hxx)
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