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Measure Theory and Filtering
- Introduction and Applications
Engelsk
Bogcover for Measure Theory and Filtering af Lakhdar Aggoun, Robert J. Elliott, 9780521838030
Specifikationer
Sprog:
Engelsk
Sider:
270
ISBN-13:
9780521838030
Indbinding:
Hardback
ISBN-10:
0521838037
Udg. Dato:
13 sep 2004
Størrelse i cm:
26,2 x 17,8 x 2,3
Oplagsdato:
13 sep 2004

Measure Theory and Filtering

- Introduction and Applications
Engelsk
Hardback 2004
Format:

Bog beskrivelse
This book 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.
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Specifikationer
Sprog:
Engelsk
Sider:
270
ISBN-13:
9780521838030
Indbinding:
Hardback
ISBN-10:
0521838037
Udg. Dato:
13 sep 2004
Størrelse i cm:
26,2 x 17,8 x 2,3
Oplagsdato:
13 sep 2004
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