Measure Theory and Filtering - Introduction and Applications - Lakhdar Aggoun - Paperback Bog - Cambridge University Press - 2012 - Engelsk -
Brand: Cambridge University Press
Description
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.
