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Measure theory and filtering :introd...

Aggoun, Lakhdar.

Measure theory and filtering :introduction and applications /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Measure theory and filtering :Lakhdar Aggoun, Robert J. Elliott.
Reminder of title:	introduction and applications /
Author:	Aggoun, Lakhdar.
other author:	Elliott, Robert J.
Published:	Cambridge, UK ;Cambridge University Press,2004.
Description:	x, 258 p. ;26 cm.
Subject:	Measure theory.
Online resource:	http://www.myilibrary.com?id=70318
Online resource:	http://catdir.loc.gov/catdir/toc/cam041/2004040397.html
Online resource:	http://www.gbv.de/dms/ilmenau/toc/378057766.PDF
Online resource:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=013526503&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Online resource:	http://catdir.loc.gov/catdir/enhancements/fy0733/2004040397-b.html
Online resource:	http://catdir.loc.gov/catdir/description/cam041/2004040397.html
ISBN:	9781107410718 (pbk.) :

Measure theory and filtering :introduction and applications /
Aggoun, Lakhdar.

Measure theory and filtering :introduction and applications /Lakhdar Aggoun, Robert J. Elliott. - Cambridge, UK ;Cambridge University Press,2004. - x, 258 p. ;26 cm. - Cambridge series in statistical and probabilistic mathematics. - Cambridge series on statistical and probabilistic mathematics..

Includes bibliographical references (p. [255]-256) and index.

Basic probability concepts --1.

Aimed primarily at those outside of the field of statistics, this book not only provides an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion, but develops into an excellent user's guide to filtering. Including exercises for students, it will be a complete resource for engineers, signal processing researchers or anyone with an interest in practical implementation of filtering techniques, in particular, the Kalman filter. Three separate chapters concentrate on applications arising in finance, genetics and population modelling.

ISBN: 9781107410718 (pbk.) :NT$2042

Standard No.: 9780521838030

LCCN: 2004040397

Nat. Bib. Agency Control No.: 011620894UkSubjects--Topical Terms:

182047
Measure theory.

LC Class. No.: QA312 / .A34 2004

Dewey Class. No.: 515/.42

Measure theory and filtering :introduction and applications /
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100 1 $a Aggoun, Lakhdar. $3 240312
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 x, 258 p. ; $c 26 cm.
490 1 $a Cambridge series in statistical and probabilistic mathematics
504 $a Includes bibliographical references (p. [255]-256) and index.
505 0 0 $g 1. $t Basic probability concepts -- $g 2. $t Stochastic processes -- $g 3. $t Stochastic calculus -- $g 4. $t Change of measures -- $g 5. $t Kalman filtering -- $g 6. $t Financial applications -- $g 7. $t A genetics model -- $g 8. $t Hidden populations.
520 $a Aimed primarily at those outside of the field of statistics, this book not only provides an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion, but develops into an excellent user's guide to filtering. Including exercises for students, it will be a complete resource for engineers, signal processing researchers or anyone with an interest in practical implementation of filtering techniques, in particular, the Kalman filter. Three separate chapters concentrate on applications arising in finance, genetics and population modelling.
650 0 $a Measure theory. $3 182047
650 0 $a Kalman filtering. $3 213996
700 1 $a Elliott, Robert J. $q (Robert James), $d 1940- $3 437175
830 0 $a Cambridge series on statistical and probabilistic mathematics. $3 183827
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http://catdir.loc.gov/catdir/toc/cam041/2004040397.html
http://www.gbv.de/dms/ilmenau/toc/378057766.PDF
http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=013526503&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
http://catdir.loc.gov/catdir/enhancements/fy0733/2004040397-b.html
http://catdir.loc.gov/catdir/description/cam041/2004040397.html

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