Book Reviews

DOI10.1137/140973773MaRDI QIDQ5892041zbMATH OpenOpenAlexFDO

Authors D. Holcman

Publication date 9 January 2015

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/140973773

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Signal detection and filtering (aspects of stochastic processes) (60G35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) External book reviews (00A17) Estimation and detection in stochastic control theory (93E10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

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