Linear stochastic systems are successfully used to provide mathematical models for real processes. This book covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations.
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Linear stochastic systems are successfully used to provide mathematical models for real processes. This book covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations.
Read Less