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Stochastic differential equations : kalman filter, itō diffusion, stochastic differential equation, ornstein-uhlenbeck process, filtering problem, random dynamical system, stochastic processes and boundary value problems, infinitesimal generator, dynkin's formula, green measure

資料種別:
図書
出版情報:
Memphis, U.S. : Books LLC, 2011
形態:
26 p. ; 25 cm
シリーズ名:
Wiki series <BB07849741>
ISBN:
9781155402659 [1155402650] (: pbk)
書誌ID:
BB16934105
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