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Applied Stochastic Differential Equations

By  Arno Solin

Usually dispatched within 3 - 5 business days.

In Stock (520)

£ 45.60

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.