Measure Theory and Filtering: Introduction and Applications - Cambridge Series in Statistical and Probabilistic Mathematics - Aggoun, Lakhdar (Sultan Qaboos University, Oman) - Books - Cambridge University Press - 9780521838030 - September 13, 2004
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Aggoun, Lakhdar (Sultan Qaboos University, Oman)
Measure Theory and Filtering: Introduction and Applications - Cambridge Series in Statistical and Probabilistic Mathematics

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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.

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  

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