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Measure Theory And Filtering Introduction And Applications 1st Edition Lakhdar Aggoun

  • SKU: BELL-1011308
Measure Theory And Filtering Introduction And Applications 1st Edition Lakhdar Aggoun
$ 31.00 $ 45.00 (-31%)

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Measure Theory And Filtering Introduction And Applications 1st Edition Lakhdar Aggoun instant download after payment.

Publisher: Cambridge University Press
File Extension: PDF
File size: 1.16 MB
Pages: 270
Author: Lakhdar Aggoun, Robert J. Elliott
ISBN: 9780511231759, 9780521838030, 051123175X, 0521838037
Language: English
Year: 2004
Edition: 1

Product desciption

Measure Theory And Filtering Introduction And Applications 1st Edition Lakhdar Aggoun by Lakhdar Aggoun, Robert J. Elliott 9780511231759, 9780521838030, 051123175X, 0521838037 instant download after payment.

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.

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