Applied Stochastic Differential Equations

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.

• | By (Author): Simo (Aalto University, Finland) Sarkka
• | Publisher: Cambridge University Press
• | Publication Date: May 02, 2019
• | Country of Publication: United Kingdom
• | Number of Pages: 326 pages
• | Language: Unknown
• | Binding: Softback
• | ISBN-10: 1316649466
• | ISBN-13: 9781316649466