Forventes på lager: 13-09-2004
This book provides an accessible introduction to measure theory and stochastic calculus, and develops into an excellent users' guide to filtering. A complete resource for engineers, or anyone with an interest in implementation of filtering techniques. Three chapters concentrate on applications from finance, genetics and population modelling. Also includes exercises.
| Forlag | Cambridge University Press |
| Forfattere | Lakhdar (Sultan Qaboos University Aggoun, Robert J. (University of Calgary) Elliott |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgivelsesdato | 13-09-2004 |
| Første udgivelsesår | 2004 |
| Serie | Cambridge Series in Statistical and Probabilistic Mathematics |
| Originalsprog | United Kingdom |
| Sideantal | 270 |
| Indbinding | Hardback |
| Forlag | Cambridge University Press |
| Sideoplysninger | 270 pages |
| Mål | 262 x 178 x 23 |
| ISBN-13 / EAN-13 | 9780521838030 |