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Measure Theory and Filtering Hardback: Introduction and Applications: 15 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 15) - Hardcover
Inhaltsangabe
This 2004 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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Über die Autorin bzw. 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.
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Measure Theory and Filtering: Introduction and Applications. (Cambridge Series in Statistical and Probabilistic Mathematics)
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Zustand: Very Good. *Price HAS BEEN REDUCED by 10% until Monday, Aug. 25 (weekend SALE item)* 258 pp., hardcover, previous owner's inscription to front free endpaper else very good. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Bestandsnummer des Verkäufers ZB1316613
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Measure Theory and Filtering: Introduction and Applications: 15 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 15)
Verlag:
Cambridge University Press, 2004
ISBN 10: 0521838037
ISBN 13: 9780521838030
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Measure Theory and Filtering: Introduction with Applications (Cambridge Series in Statistical and Probabilistic Mathematics)
Verlag:
Cambridge University Press, 2004
ISBN 10: 0521838037
ISBN 13: 9780521838030
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Measure Theory and Filtering: Introduction with Applications (Cambridge Series in Statistical and Probabilistic Mathematics)
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Measure Theory and Filtering: Introduction with Applications (Cambridge Series in Statistical and Probabilistic Mathematics)
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Measure Theory and Filtering: Introduction with Applications (Cambridge Series in Statistical and Probabilistic Mathematics)
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Measure Theory and Filtering: Introduction and Applications (Hardcover)
Verlag:
Cambridge University Press, Cambridge, 2004
ISBN 10: 0521838037
ISBN 13: 9780521838030
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Hardcover. Zustand: new. Hardcover. The estimation of noisily observed states from a sequence of data has traditionally incorporated ideas from Hilbert spaces and calculus based probability theory. As conditional expectation is the key concept, the correct setting for filtering theory is that of a probability space. Graduate engineers, mathematicians and those working in quantitative finance wishing to use filtering techniques will find in the first half of this book an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion. Exercises are included. The book then provides an excellent users' guide to filtering: basic theory is followed by a thorough treatment of Kalman filtering, including recent results which extend the Kalman filter to provide parameter estimates. These ideas are then applied to problems arising in finance, genetics and population modelling in three separate chapters, making this a comprehensive resource for both practitioners and researchers. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Bestandsnummer des Verkäufers 9780521838030
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Measure Theory and Filtering: Introduction and Applications
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Measure Theory and Filtering: An Introduction With Applications
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Hardcover. Zustand: Brand New. 337 pages. 10.25x7.25x1.00 inches. In Stock. This item is printed on demand. Bestandsnummer des Verkäufers __0521838037
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Measure Theory and Filtering: Introduction and Applications (Cambridge Series in Statistical and Probabilistic Mathematics)
Verlag:
Cambridge University Press, 2004
ISBN 10: 0521838037
ISBN 13: 9780521838030
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