UF Mathematics

MAP 6467

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MAP 6467 Stochastic Differential Equations and Filtering Theory I

Credits: 3
Prerequisites:

Catalog Description:
Introduction to random functions; Brownian motion process. Ito's stochastic integral; Ito's stochastic calculus; stochastic differential equations. Linear filtering; Kalman filtering; nonlinear filtering theory.

Recent Teachers:
Yan,

Not offered this semester.

University of Florida * Mathematics * Contact Info
 

Created Monday, August 26, 2002.
Please report problems to: www@math.ufl.edu
Last update made Mon May 5 10:44:46 EDT 2008.