Venkatarama Krishnan: 2 books

Book cover of Nonlinear Filtering and Smoothing

Nonlinear Filtering and Smoothing

An Introduction to Martingales, Stochastic Integrals and Estimation

by Venkatarama Krishnan
Language: English
Release Date: October 17, 2013

Most useful for graduate students in engineering and finance who have a basic knowledge of probability theory, this volume is designed to give a concise understanding of martingales, stochastic integrals, and estimation. It emphasizes applications. Many theorems feature heuristic proofs; others include...
Book cover of Probability and Random Processes
by Venkatarama Krishnan, Kavitha Chandra
Language: English
Release Date: July 15, 2015

The second edition enhanced with new chapters, figures, and appendices to cover the new developments in applied mathematical functions This book examines the topics of applied mathematical functions to problems that engineers and researchers solve daily in the course of their work. The text...
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