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Measure Theory and Filtering

- Introduction and Applications

av Lakhdar (Sultan Qaboos University Aggoun

del av Cambridge Series in Statistical and Probabilistic Mathematics-serien

Measure Theory and Filtering av Lakhdar (Sultan Qaboos University Aggoun
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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  • Språk:
  • Engelska
  • ISBN:
  • 9780521838030
  • Format:
  • Inbunden
  • Sidor:
  • 270
  • Utgiven:
  • 13 September 2004
  • Mått:
  • 178x262x23 mm.
  • Vikt:
  • 664 g.
  Fri leverans
Leveranstid: 2-4 veckor
Förväntad leverans: 28 Oktober 2024

Om Lakhdar (Sultan Qaboos University Aggoun

Se alla böcker av Lakhdar (Sultan Qaboos University Aggoun

Beskrivning av 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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