Measure Theory and Filtering
From MaRDI portal
Publication:4828278
DOI10.1017/CBO9780511755330zbMath1060.60039MaRDI QIDQ4828278
Robert J. Elliott, Lakhdar Aggoun
Publication date: 24 November 2004
60G15: Gaussian processes
60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60G35: Signal detection and filtering (aspects of stochastic processes)
60G25: Prediction theory (aspects of stochastic processes)
60Hxx: Stochastic analysis
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