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Measure Theory and Filtering

- Introduction and Applications

af Lakhdar (Sultan Qaboos University Aggoun

indgår i Cambridge Series in Statistical and Probabilistic Mathematics serien

Measure Theory and Filtering af Lakhdar (Sultan Qaboos University Aggoun
Bag om Measure Theory and Filtering

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780521838030
  • Indbinding:
  • Hardback
  • Sideantal:
  • 270
  • Udgivet:
  • 13. september 2004
  • Størrelse:
  • 178x262x23 mm.
  • Vægt:
  • 664 g.
  • 2-3 uger.
  • 30. november 2024
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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.

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