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Measure theory and filtering : introduction and applications /
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 finan...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge, UK ; New York :
Cambridge University Press,
2004.
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| Colección: | Cambridge series on statistical and probabilistic mathematics.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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. |
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| Descripción Física: | 1 online resource (x, 258 pages) |
| Bibliografía: | Includes bibliographical references (pages 255-256) and index. |
| ISBN: | 051123175X 9780511231759 0511229380 9780511229381 0511230222 9780511230226 0511231008 9780511231001 9780511755330 0511755333 9780521838030 0521838037 1107161967 9781107161962 1280703180 9781280703188 9786610703180 6610703183 0511316879 9780511316876 |