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

Buch 9 von 45: Cambridge Series in Statistical and Probabilistic Mathematics

Aggoun, Lakhdar

 
9781107410718: Measure Theory and Filtering: Introduction and Applications: 15 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 15)
Softcover
ISBN 10: 1107410711 ISBN 13: 9781107410718
Verlag: Cambridge University Press, 2012

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.

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Verlag
Cambridge University Press
Erscheinungsdatum
2012
Sprache
Englisch
ISBN 10 
1107410711
ISBN 13 
9781107410718
Einband
Tapa blanda
Anzahl der Seiten
270
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
Frankreich

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9780521838030: Measure Theory and Filtering: Introduction and Applications (Cambridge Series in Statistical and Probabilistic Mathematics): An Introduction With ... and Probabilistic Mathematics, 15)

Vorgestellte Ausgabe

ISBN 10:  0521838037 ISBN 13:  9780521838030
Verlag: Cambridge University Press, 2004
Hardcover