A text aimed at both geometers needing the tools of rational homotopy theory to understand and discover new results concerning various geometric subjects, and topologists who require greater breadth of knowledge about...
详细信息
ISBN:
(数字)9780191525698
ISBN:
(纸本)9780199206520
A text aimed at both geometers needing the tools of rational homotopy theory to understand and discover new results concerning various geometric subjects, and topologists who require greater breadth of knowledge about geometric applications of the algebra of homotopy theory.
Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance. As a topic, Stocha...
详细信息
ISBN:
(数字)9781383035933
ISBN:
(纸本)9780199219704
Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance. As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has been extensively studied to seek more effective numerical approximations of the optimal filter; the stability of the filter with "incorrect" initial state, as well as the long-term behavior of the optimal filter, has attracted the attention of many researchers; and although still in its infancy, the study of singular filtering models has yielded exciting results. In this text, Jie Xiong introduces the reader to the basics of Stochastic Filtering Theory before covering these key recent advances. The text is written in a style suitable for graduates in mathematics and engineering with a background in basic probability.
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