Vetenskap & teknik
Measure Theory and Filtering
Lakhdar Aggoun • Robert J Elliott • Lakhdar Aggoun • Robert J Elliott
Inbunden
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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.
- Format: Inbunden
- ISBN: 9780521838030
- Språk: Engelska
- Antal sidor: 270
- Utgivningsdatum: 2004-09-13
- Förlag: Cambridge University Press