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Measure Theory and Filtering :Introd...

Aggoun, Lakhdar.

Measure Theory and Filtering :Introduction and Applications.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Measure Theory and Filtering :
Reminder of title:	Introduction and Applications.
Author:	Aggoun, Lakhdar.
other author:	Elliott, Robert J.
Published:	Leiden :Cambridge University Press,2004.
Description:	270 p.
Online resource:	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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020 $a 9780511755330 (electronic bk.)
020 $a 9780521838030 (print)
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050 0 0 $a QA312 . $b A34 2004
082 0 0 $a 515/.42
100 1 $a Aggoun, Lakhdar. $3 240312
245 1 0 $a Measure Theory and Filtering : $b Introduction and Applications. $h [electronic resource].
260 $a Leiden : $b Cambridge University Press, $c 2004.
300 $a 270 p.
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
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.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
655 7 $a Electronic books. $2 local. $3 214472
700 1 $a Elliott, Robert J. $3 324092
710 2 $a Ebooks Corporation. $3 322111
776 1 $z 9780521838030
856 4 0 $z Click here to view book $u http://dx.doi.org/10.1017/CBO9780511755330