Measure Theory and Filtering: Introduction and Applications - Cambridge Series in Statistical and Probabilistic Mathematics - Aggoun, Lakhdar (Sultan Qaboos University, Oman) - Books - Cambridge University Press - 9781107410718 - October 4, 2012
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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.

270 pages, Illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released October 4, 2012
ISBN13 9781107410718
Publishers Cambridge University Press
Pages 270
Dimensions 168 × 243 × 15 mm   ·   474 g
Language English  

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