Cargando…
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 |