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  • - Introduction and Applications
    af Oman) Aggoun, Lakhdar (Sultan Qaboos University & Robert J. (University of Calgary) Elliott
    600,95 - 991,95 kr.

    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.