CENTRAL LIBRARY

Welcome to Online Public Access Catalogue (OPAC)

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

Khulna University of Engineering & Technology

Funded by: HEQEP, UGC, Bangladesh