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Measure Theory and Filtering: Introduction and Applications - Cambridge Series in Statistical and Probabilistic Mathematics Aggoun, Lakhdar (Sultan Qaboos University, Oman)
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Measure Theory and Filtering: Introduction and Applications - Cambridge Series in Statistical and Probabilistic Mathematics
Aggoun, Lakhdar (Sultan Qaboos University, Oman)
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.
268 pages, 10 tables 95 exercises
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | September 13, 2004 |
| ISBN13 | 9780521838030 |
| Publishers | Cambridge University Press |
| Pages | 270 |
| Dimensions | 178 × 262 × 23 mm · 664 g |
| Language | English |
