Measure Theory and Filtering: Introduction and Applications

(Bog, Hardback, Engelsk)
Forfattere: Lakhdar (Sultan Qaboos University Aggoun, Robert J. (University of Calgary) Elliott

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Beskrivelse

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.

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Alle detaljer

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