Measure theory and filtering: introduction and applications
Auteur :
Aggoun, Lakhdar / Elliott, Robert J.
Éditeur :
Cambridge University Press
ISBN :
9780521838030
Date de publication :
13 sept. 2004
Dimensions :
26,2 x 18,4 x 2,6 cm
Poids :
604 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.