Bøger af A. V. Balakrishnan

presenting a Functional Analysis approach to Stochastic Filtering and Control Problems. several new points of view were developed and as a result the present work is more in the nature of a monograph on the subject than a distilled compendium of extant works. We introduce the linear Stochastic integrals right away.

Breaking with the traditional treatment of random processes in engineering On the surface, Introduction to Random Processes in Engineering is simply a first-rate textbook for senior or first-year graduate engineering courses in stochastic processes.