Measure Theory and Filtering: Introduction and Applications: 15 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 15)

Aggoun, Lakhdar

ISBN 10: 0521838037 / ISBN 13: 9780521838030

Published by Cambridge University Press, 2004

About this Item

Most items will be dispatched the same or the next working day. An apparently unread copy in perfect condition. Dust cover is intact with no nicks or tears. Spine has no signs of creasing. Pages are clean and not marred by notes or folds of any kind.

Seller Inventory # wbs3357649909

Bibliographic Details

• Title: Measure Theory and Filtering: Introduction and Applications: 15 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 15)
• Publisher: Cambridge University Press
• Publication Date: 2004
• Language: English
• ISBN 10: 0521838037
• ISBN 13: 9780521838030
• Binding: Hardcover
• Condition: Like New

About this title

Synopsis

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.

About the Author

Robert Elliott is the RBC Financial Group Professor of Finance at the University of Calgary, Canada.