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Measure Theory and Filtering :Introd...

Aggoun, Lakhdar.

Measure Theory and Filtering :Introduction and Applications.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Measure Theory and Filtering :
其他題名:	Introduction and Applications.
作者:	Aggoun, Lakhdar.
其他作者:	Elliott, Robert J.
出版者:	Leiden :Cambridge University Press,2004.
面頁冊數:	270 p.
電子資源:	Click here to view book
ISBN:	9780511755330 (electronic bk.)

Measure Theory and Filtering :Introduction and Applications.
Aggoun, Lakhdar.

Measure Theory and Filtering :Introduction and Applications.[electronic resource]. - Leiden :Cambridge University Press,2004. - 270 p.

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

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.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511755330 (electronic bk.)Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: QA312 . / A34 2004

Dewey Class. No.: 515/.42

Measure Theory and Filtering :Introduction and Applications.
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