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    University of Florida
  Feb 25, 2018

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MAP 6467: Stochastic Differential Equations and Filtering Theory I

Credits: 3                    Grading Scheme: Letter


Introduction to random functions; Brownian motion process. Ito’s stochastic integral; Ito’s stochastic calculus; stochastic differential equations. Linear filtering; Kalman filtering; nonlinear filtering theory.

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