Measure theory and filtering: introduction and applications
Auteur :
Aggoun, Lakhdar / Elliott, Robert J.
Éditeur :
Cambridge University Press
ISBN :
9781107410718
Date de publication :
4 oct. 2012
Dimensions :
24,4 x 17,0 x 1,4 cm
Poids :
440 g
Format :
Trade paperback (US)
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.