Exercises / solutions
The basics of mathematical probability (
exercises
/
solutions
)
Orthogonal projection and linear estimation (
exercises
/
solutions
)
Conditional expectation (
exercises
/
solutions
)
Gaussian processes (
exercises
/
solutions
)
Nonlinear estimation (
exercises
/
solutions
)
The Wiener process and the Ito calculus (
exercises
/
solutions
)