Cambridge Series in Statistical and Probabilistic Mathematics
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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.
| Autor: | Aggoun, Lakhdar; Elliott, Robert J. |
| Nakladatel: | Cambridge University Press |
| ISBN: | 9781107410718 |
| Rok vydání: | 2012 |
| Jazyk : | Angličtina |
| Vazba: | Paperback / softback |
| Počet stran: | 270 |
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