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,
Created Monday, August 26, 2002. Please report problems to: www@math.ufl.edu Last update made Tues. Sept. 1 15:59:32 EDT 2008.
