Measure Theory and Filtering
Lakhdar (Sultan Qaboos University, Oman) Aggoun, Robert J. (University of Calgary) Elliott
Cambridge University Press, 2004
128,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780521838030
- ISBN-10
- 0521838037
- Publisher
- Cambridge University Press
- Year
- 2004
- Publication date
- 2004-09-13
- Pages
- 270
- Dimensions
- 262x178x23
- Weight
- 664