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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 |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge, UK ; New York :
Cambridge University Press,
2004.
|
| Colección: | Cambridge series on statistical and probabilistic mathematics.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Aggoun, Lakhdar. | |
| 245 | 1 | 0 | |a Measure theory and filtering : |b introduction and applications / |c Lakhdar Aggoun, Robert J. Elliott. |
| 260 | |a Cambridge, UK ; |a New York : |b Cambridge University Press, |c 2004. | ||
| 300 | |a 1 online resource (x, 258 pages) | ||
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| 490 | 1 | |a Cambridge series in statistical and probabilistic mathematics | |
| 504 | |a Includes bibliographical references (pages 255-256) and index. | ||
| 520 | |a 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. | ||
| 505 | 0 | |a Cover; Half-title; Series-title; Title; Copyright; Contents; Preface; 1 Basic probability concepts; 2 Stochastic processes; 3 Stochastic calculus; 4 Change of measures; 5 Kalman filtering; 6 Financial applications; 7 A genetics model; 8 Hidden populations; References; Index. | |
| 588 | 0 | |a Print version record. | |
| 546 | |a English. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Measure theory. | |
| 650 | 0 | |a Kalman filtering. | |
| 650 | 6 | |a Théorie de la mesure. | |
| 650 | 6 | |a Filtre de Kalman. | |
| 650 | 7 | |a MATHEMATICS |x Calculus. |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS |x Mathematical Analysis. |2 bisacsh | |
| 650 | 7 | |a Kalman filtering |2 fast | |
| 650 | 7 | |a Measure theory |2 fast | |
| 650 | 7 | |a Maßtheorie |2 gnd | |
| 650 | 7 | |a Kalman-Filter |2 gnd | |
| 650 | 1 | 7 | |a Maattheorie. |2 gtt |
| 650 | 1 | 7 | |a Kalman-filters. |2 gtt |
| 700 | 1 | |a Elliott, Robert J. |q (Robert James), |d 1940- | |
| 776 | 0 | 8 | |i Print version: |a Aggoun, Lakhdar. |t Measure theory and filtering. |d Cambridge, UK ; New York : Cambridge University Press, 2004 |z 0521838037 |w (DLC) 2004040397 |w (OCoLC)54103897 |
| 830 | 0 | |a Cambridge series on statistical and probabilistic mathematics. | |
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