Measure Theory and Filtering : Introduction and Applications
Book Details
Format
Hardback or Cased Book
ISBN-10
0521838037
ISBN-13
9780521838030
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Sep 13th, 2004
Print length
270 Pages
Weight
664 grams
Dimensions
26.20 x 17.80 x 2.30 cms
Ksh 14,600.00
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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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