Items related to Measure Theory and Filtering: Introduction and Applications:...

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

Book 9 of 46: Cambridge Series in Statistical and Probabilistic Mathematics

Lakhdar Aggoun , Robert J. Elliott

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

Synopsis

This book is a resource for non-statisticians implementing filtering methods, which covers applications in finance, genetics and population.

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About the Author

Lakhdar Aggoun is an Associate Professor in the Department of Mathematics and Statistics at Sultan Qabos University, Oman. Robert Elliott is the RBC Financial Group Professor of Finance at the University of Calgary, Canada.

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