Measure Theory and Filtering : Introduction and Applications

by Lakhdar Aggoun , Robert J. Elliott

Book Details

Format Hardback or Cased Book

Book Series Cambridge Series in Statistical and Probabilistic Mathematics

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

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Ksh 15,300.00

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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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