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Measure Theory and Filtering : = Int...

Aggoun, Lakhdar.

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Measure Theory and Filtering : = Introduction and Applications.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Measure Theory and Filtering :/
Reminder of title:	Introduction and Applications.
Author:	Aggoun, Lakhdar.
other author:	Elliott, Robert J.
Published:	Leiden :Cambridge University Press, : 2004.,
Description:	270 p.
[NT 15003449]:	Cover; Half-title; Series-title; Title; Copyright; Contents; Preface; 1 Basic probability concepts; 2 Stochastic processes; 3 Stochastic calculus; 4 Change of measures; 5 Kalman filtering; 6 Financial applications; 7 A genetics model; 8 Hidden populations; References; Index
Online resource:	http://dx.doi.org/10.1017/CBO9780511755330Click here to view book
ISBN:	9780511755330 (electronic bk.)

Measure Theory and Filtering : = Introduction and Applications.
Aggoun, Lakhdar.

Measure Theory and Filtering :Introduction and Applications.[electronic resource]. - Leiden :Cambridge University Press,2004. - 270 p.

Cover; Half-title; Series-title; Title; Copyright; Contents; Preface; 1 Basic probability concepts; 2 Stochastic processes; 3 Stochastic calculus; 4 Change of measures; 5 Kalman filtering; 6 Financial applications; 7 A genetics model; 8 Hidden populations; References; Index

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.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511755330 (electronic bk.)Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: QA312 . / A34 2004

Dewey Class. No.: 515/.42

Measure Theory and Filtering : = Introduction and Applications.
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050 0 0 $a QA312 . $b A34 2004
082 0 0 $a 515/.42
100 1 $a Aggoun, Lakhdar. $3 681501
245 1 0 $a Measure Theory and Filtering : $b Introduction and Applications. $h [electronic resource].
260 $a Leiden : $b Cambridge University Press, $c 2004.
300 $a 270 p.
505 0 $a Cover; Half-title; Series-title; Title; Copyright; Contents; Preface; 1 Basic probability concepts; 2 Stochastic processes; 3 Stochastic calculus; 4 Change of measures; 5 Kalman filtering; 6 Financial applications; 7 A genetics model; 8 Hidden populations; References; Index
520 $a 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.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
655 7 $a Electronic books. $2 lcsh $3 542853
700 1 $a Elliott, Robert J. $3 897262
710 2 $a Ebooks Corporation. $3 1314793
776 1 $z 9780521838030
856 4 0 $z Click here to view book $u http://dx.doi.org/10.1017/CBO9780511755330