Stochastic Differential Systems Analysis and Filtering. Translated by I. V. Sinitsyna. Translation editor: V. S. Pugachev.

Pugachev, V. S. / I. N. Sinitsyn:

ISBN 10: 0471912433 / ISBN 13: 9780471912439

Published by Chichester New York Brisbane Toronto Singapore: John Wiley & Sons, 1987

About this Item

XX and 549 pages. Original hardcover (only very little rubbed and bumped, otherwise a very good and clean copy). Gr.-8°. First english edition. ----- BITTE BEACHTEN: Auf Grund der absurden und irrsinnig teuren staatlichen Regelungen für die Entsorgung der Versandpappen in den nachfolgenden Ländern, kann ich leider nicht mehr liefern nach: Österreich, Griechenland, Polen. Kunden in ÖSTERREICH können sich aber an die einheimische Post wenden, die inzwischen einen entsprechenden Service anbietet. --- PLEASE NOTE: Due to the absurd and insanely expensive government regulations for the disposal of shipping cartons in the following countries, I can unfortunately no longer deliver to: Austria, Greece, Poland. However, customers in AUSTRIA can contact their local post office, which now offers a corresponding service. Seller Inventory # 29935ym8043

Bibliographic Details

Title: Stochastic Differential Systems Analysis and...

Publisher: Chichester New York Brisbane Toronto Singapore: John Wiley & Sons

Publication Date: 1987

Binding: fest gebunden

Edition: 1st Edition

About this title

Synopsis:

Gives applied methods for studying stochastic differential systems--in particular, the methods for finding the finite-dimensional distributions of the state vector and of the output of such systems, and also the estimation methods of the state and of the parameters of differential systems based on observations (filtering and extrapolation theory). Also studied are stochastic differential equations of general type with arbitrary processes and independent increments. The equations with Wiener processes are considered as a special case. The construction of stochastic differential systems in the book is based on Pugachev's equations for finite-dimensional characteristic functions of the processes determined by stochastic differential equations. Includes end-of-chapter problems.

Language Notes:

Text: English, Russian (translation)