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
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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Measure Theory and Filtering: Introduction and Applications (Cambridge Series in Statistical and Probabilistic Mathematics)
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ISBN 10: 0521838037
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Hardcover. Condition: Good. Dust Jacket Condition: No Dust Jacket. 258 pages. Light discoloring and wear; a sound binding; good overall. Quantity Available: 1. Category: Mathematics; ISBN: 0521838037. ISBN/EAN: 9780521838030. Inventory No: 230383. Seller Inventory # 230383
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Measure Theory and Filtering: Introduction with Applications (Cambridge Series in Statistical and Probabilistic Mathematics)
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Measure Theory and Filtering (Hardcover)
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Hardcover. Condition: new. Hardcover. The estimation of noisily observed states from a sequence of data has traditionally incorporated ideas from Hilbert spaces and calculus based probability theory. As conditional expectation is the key concept, the correct setting for filtering theory is that of a probability space. Graduate engineers, mathematicians and those working in quantitative finance wishing to use filtering techniques will find in the first half of this book an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion. Exercises are included. The book then provides an excellent users' guide to filtering: basic theory is followed by a thorough treatment of Kalman filtering, including recent results which extend the Kalman filter to provide parameter estimates. These ideas are then applied to problems arising in finance, genetics and population modelling in three separate chapters, making this a comprehensive resource for both practitioners and researchers. 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. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521838030
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Measure Theory and Filtering: Introduction with Applications (Cambridge Series in Statistical and Probabilistic Mathematics)
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Measure Theory and Filtering: Introduction with Applications (Cambridge Series in Statistical and Probabilistic Mathematics)
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Measure Theory and Filtering: An Introduction With Applications
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Measure Theory and Filtering: Introduction and Applications
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Measure Theory and Filtering: Introduction and Applications: 15 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 15)
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Condition: New. This book is a resource for non-statisticians implementing filtering methods, which covers applications in finance, genetics and population. Series: Cambridge Series in Statistical and Probabilistic Mathematics. Num Pages: 270 pages, 10 tables 95 exercises. BIC Classification: PBK; PBT; TJK. Category: (P) Professional & Vocational. Dimension: 262 x 178 x 23. Weight in Grams: 664. . 2004. hardcover. . . . . Seller Inventory # V9780521838030
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Measure Theory and Filtering: Introduction and Applications (Cambridge Series in Statistical and Probabilistic Mathematics)
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ISBN 10: 0521838037
ISBN 13: 9780521838030
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Measure Theory and Filtering
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ISBN 13: 9780521838030
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