Applied Stochastic Differential Equations

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Product Information

ISBN9781316649466
PublisherCambridge University Press
Price (excl. tax)€57.45
Tax€3.45
Price (incl. tax)€60.90
Availability1 unit in external warehouse

Product 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.