Measure theory and filtering :: introduction and applications /
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 finan...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | |
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, UK ; New York :
Cambridge University Press,
2004.
|
| Schriftenreihe: | Cambridge series on statistical and probabilistic mathematics.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | 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. |
| Beschreibung: | 1 online resource (x, 258 pages) |
| Bibliographie: | Includes bibliographical references (pages 255-256) and index. |
| ISBN: | 051123175X 9780511231759 0511229380 9780511229381 0511230222 9780511230226 0511231008 9780511231001 9780511755330 0511755333 9780521838030 0521838037 1107161967 9781107161962 1280703180 9781280703188 9786610703180 6610703183 0511316879 9780511316876 |
Internformat
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| 650 | 6 | |a Théorie de la mesure. | |
| 650 | 6 | |a Filtre de Kalman. | |
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| 650 | 7 | |a MATHEMATICS |x Mathematical Analysis. |2 bisacsh | |
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| author | Aggoun, Lakhdar |
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| contents | 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. |
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| indexdate | 2024-11-27T13:15:59Z |
| institution | BVB |
| isbn | 051123175X 9780511231759 0511229380 9780511229381 0511230222 9780511230226 0511231008 9780511231001 9780511755330 0511755333 9780521838030 0521838037 1107161967 9781107161962 1280703180 9781280703188 9786610703180 6610703183 0511316879 9780511316876 |
| language | English |
| oclc_num | 76909401 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (x, 258 pages) |
| psigel | ZDB-4-EBA |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Cambridge University Press, |
| record_format | marc |
| series | Cambridge series on statistical and probabilistic mathematics. |
| series2 | Cambridge series in statistical and probabilistic mathematics |
| spelling | Aggoun, Lakhdar. Measure theory and filtering : introduction and applications / Lakhdar Aggoun, Robert J. Elliott. Cambridge, UK ; New York : Cambridge University Press, 2004. 1 online resource (x, 258 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier Cambridge series in statistical and probabilistic mathematics Includes bibliographical references (pages 255-256) and 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. 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. Print version record. English. Measure theory. http://id.loc.gov/authorities/subjects/sh85082702 Kalman filtering. http://id.loc.gov/authorities/subjects/sh85071360 Théorie de la mesure. Filtre de Kalman. MATHEMATICS Calculus. bisacsh MATHEMATICS Mathematical Analysis. bisacsh Kalman filtering fast Measure theory fast Maßtheorie gnd Kalman-Filter gnd Maattheorie. gtt Kalman-filters. gtt Electronic books. Elliott, Robert J. (Robert James), 1940- https://id.oclc.org/worldcat/entity/E39PBJmTqCdMRPmWc9grKMrcyd http://id.loc.gov/authorities/names/n50008874 has work: Measure theory and filtering (Text) https://id.oclc.org/worldcat/entity/E39PCGbp4rtwTmFQbjcBvbkbh3 https://id.oclc.org/worldcat/ontology/hasWork Print version: Aggoun, Lakhdar. Measure theory and filtering. Cambridge, UK ; New York : Cambridge University Press, 2004 0521838037 (DLC) 2004040397 (OCoLC)54103897 Cambridge series on statistical and probabilistic mathematics. http://id.loc.gov/authorities/names/n96064948 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=174139 Volltext |
| spellingShingle | Aggoun, Lakhdar Measure theory and filtering : introduction and applications / Cambridge series on statistical and probabilistic mathematics. 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. Measure theory. http://id.loc.gov/authorities/subjects/sh85082702 Kalman filtering. http://id.loc.gov/authorities/subjects/sh85071360 Théorie de la mesure. Filtre de Kalman. MATHEMATICS Calculus. bisacsh MATHEMATICS Mathematical Analysis. bisacsh Kalman filtering fast Measure theory fast Maßtheorie gnd Kalman-Filter gnd Maattheorie. gtt Kalman-filters. gtt |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85082702 http://id.loc.gov/authorities/subjects/sh85071360 |
| title | Measure theory and filtering : introduction and applications / |
| title_auth | Measure theory and filtering : introduction and applications / |
| title_exact_search | Measure theory and filtering : introduction and applications / |
| title_full | Measure theory and filtering : introduction and applications / Lakhdar Aggoun, Robert J. Elliott. |
| title_fullStr | Measure theory and filtering : introduction and applications / Lakhdar Aggoun, Robert J. Elliott. |
| title_full_unstemmed | Measure theory and filtering : introduction and applications / Lakhdar Aggoun, Robert J. Elliott. |
| title_short | Measure theory and filtering : |
| title_sort | measure theory and filtering introduction and applications |
| title_sub | introduction and applications / |
| topic | Measure theory. http://id.loc.gov/authorities/subjects/sh85082702 Kalman filtering. http://id.loc.gov/authorities/subjects/sh85071360 Théorie de la mesure. Filtre de Kalman. MATHEMATICS Calculus. bisacsh MATHEMATICS Mathematical Analysis. bisacsh Kalman filtering fast Measure theory fast Maßtheorie gnd Kalman-Filter gnd Maattheorie. gtt Kalman-filters. gtt |
| topic_facet | Measure theory. Kalman filtering. Théorie de la mesure. Filtre de Kalman. MATHEMATICS Calculus. MATHEMATICS Mathematical Analysis. Kalman filtering Measure theory Maßtheorie Kalman-Filter Maattheorie. Kalman-filters. Electronic books. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=174139 |
| work_keys_str_mv | AT aggounlakhdar measuretheoryandfilteringintroductionandapplications AT elliottrobertj measuretheoryandfilteringintroductionandapplications |