Measure Theory and Filtering
Introduction and Applications
Inbunden, Engelska, 2004
Av Oman) Aggoun, Lakhdar (Sultan Qaboos University, Robert J. (University of Calgary) Elliott, Lakhdar Aggoun, Robert J. Elliott
1 399 kr
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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.
Produktinformation
- Utgivningsdatum2004-09-13
- Mått178 x 262 x 23 mm
- Vikt664 g
- FormatInbunden
- SpråkEngelska
- SerieCambridge Series in Statistical and Probabilistic Mathematics
- Antal sidor270
- FörlagCambridge University Press
- ISBN9780521838030