Applied Stochastic Differential Equations |
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| Author:
| Särkkä, Simo
Solin, Arno |
| Series title: | Institute of Mathematical Statistics Textbooks Ser. |
| ISBN: | 978-1-108-18673-5 |
| Publication Date: | Apr 2019 |
| Publisher: | Cambridge University Press
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| Book Format: | Digital download and online |
| List Price: | USD $225.00 |
Book Description:
|
This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in target tracking and medical technology, and covers their use in methodologies such as filtering, parameter estimation, and machine learning. Examples include applications of SDEs arising in physics and electrical engineering.
This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in target tracking and medical technology, and covers their use in methodologies such as filtering, parameter estimation, and machine learning. Examples include applications of SDEs arising in physics and electrical engineering.