Measure Theory and Filtering
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.
CHF 153.00
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
V104:
Folgt in ca. 10 Arbeitstagen
Produktdetails
Weitere Autoren: Elliott, Robert J.
- ISBN: 978-0-521-83803-0
- EAN: 9780521838030
- Produktnummer: 1608364
- Verlag: Cambridge University Press
- Sprache: Englisch
- Erscheinungsjahr: 2015
- Seitenangabe: 270 S.
- Masse: H25.0 cm x B17.5 cm x D1.9 cm 652 g
- Abbildungen: HC gerader Rücken kaschiert
- Gewicht: 652
Über den Autor
Lakhdar Aggoun is an Associate Professor in the Department of Mathematics and Statistics at Sultan Qabos University, Oman. Robert Elliott is the RBC Financial Group Professor of Finance at the University of Calgary, Canada.
6 weitere Werke von Lakhdar Aggoun:
Bewertungen
Anmelden