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Measure Theory and Filtering - Lakhdar (Sultan Qaboos University Aggoun - Bog

- Introduction and Applications

Bag om Measure Theory and Filtering

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781107410718
  • Indbinding:
  • Paperback
  • Sideantal:
  • 270
  • Udgivet:
  • 4. oktober 2012
  • Størrelse:
  • 168x243x15 mm.
  • Vægt:
  • 500 g.
  • 8-11 hverdage.
  • 5. december 2024
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  • BLACK NOVEMBER

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Measure Theory and Filtering

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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