Filtering and smoothing methods are used to produce an accurate estimate of the state of a time-v...

Now in its second edition, this accessible text presents a unified Bayesian treatment of state-of...

Filtering and smoothing methods are used to produce an accurate estimate of the state of a time-v...

Stochastic differential equations are differential equations whose solutions are stochastic proce...

Stochastic differential equations are differential equations whose solutions are stochastic proce...

With this hands-on introduction readers will learn what SDEs are all about and how they should us...

With this hands-on introduction readers will learn what SDEs are all about and how they should us...

A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimati...

'Now in its second edition, this accessible text presents a unified Bayesian treatment of the sta...

Filtering and smoothing methods are used to produce an accurate estimate of the state of a time-v...

Stochastic differential equations are differential equations whose solutions are stochastic proce...

Filtering and smoothing methods are used to produce an accurate estimate of the state of a time-v...