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Measure theory and filtering :introd...

Aggoun, Lakhdar.

Measure theory and filtering :introduction and applications /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Measure theory and filtering :Lakhdar Aggoun, Robert J. Elliott.
其他題名:	introduction and applications /
作者:	Aggoun, Lakhdar.
其他作者:	Elliott, Robert J.
出版者:	Cambridge, UK ;Cambridge University Press,2004.
面頁冊數:	x, 258 p. ;26 cm.
標題:	Measure theory.
電子資源:	http://www.myilibrary.com?id=70318
電子資源:	http://catdir.loc.gov/catdir/toc/cam041/2004040397.html
電子資源:	http://www.gbv.de/dms/ilmenau/toc/378057766.PDF
電子資源:	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
電子資源:	http://catdir.loc.gov/catdir/enhancements/fy0733/2004040397-b.html
電子資源:	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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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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856 4 1 $3 Table of contents $u http://www.gbv.de/dms/ilmenau/toc/378057766.PDF $z Kostenfrei
856 4 1 $3 Table of contents $u 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
856 4 2 $3 Contributor biographical information $u http://catdir.loc.gov/catdir/enhancements/fy0733/2004040397-b.html
856 4 2 $3 Publisher description $u http://catdir.loc.gov/catdir/description/cam041/2004040397.html

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http://www.myilibrary.com?id=70318
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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