
Applied Stochastic Differential Equations
Simo Särkkä, Arno Solin
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by Simo Särkkä, Lennart Svensson
Cambridge University Press · 2023
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Bayesian Filtering and Smoothing is written by Simo Särkkä & Lennart Svensson. This edition from Cambridge University Press (2023).
Its main subjects are Bayesian statistical decision theory, Statistics and Mathematics.