Diffusion and Stochastic Differential Equations

Zeev Schuss

doi:10.1007/978-1-4614-0487-3_1

Nonlinear Filtering and Optimal Phase Tracking pp 1-59 | Cite as

Diffusion and Stochastic Differential Equations

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Zeev Schuss

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First Online: 09 November 2011

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Part of the Applied Mathematical Sciences book series (AMS, volume 180)

Keywords

Brownian Motion Stochastic Differential Equation Elementary Event Brownian Particle Colored Noise

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Authors and Affiliations

Zeev Schuss
- 1

1.Department of Computer Sciences School of Mathematical ScienceTel Aviv UniversityTel AvivIsrael

About this chapter

Cite this chapter as:: Schuss Z. (2012) Diffusion and Stochastic Differential Equations. In: Nonlinear Filtering and Optimal Phase Tracking. Applied Mathematical Sciences, vol 180. Springer, Boston, MA

DOI https://doi.org/10.1007/978-1-4614-0487-3_1
Publisher Name Springer, Boston, MA
Print ISBN 978-1-4614-0486-6
Online ISBN 978-1-4614-0487-3
eBook Packages Mathematics and Statistics

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