Measure Theory and Filtering: Introduction and Applications: 15 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 15) - Softcover
Book 9 of 45: 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.
"synopsis" may belong to another edition of this title.
Review
Review of the hardback: '... useful to those students and scientists in signal processing, mathematical finance and genetics, wishing to incorporate measure-theoretic probability techniques into their predictions. It is also an excellent user's guide to filtering with interesting applications arising in difference arenas.' Journal of Applied Statistics
Book Description
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.
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Measure Theory and Filtering: Introduction and Applications:...
Stock Image
Measure Theory and Filtering: Introduction and Applications (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 15)
Published by
Cambridge University Press, 2012
ISBN 10: 1107410711
ISBN 13: 9781107410718
New
Softcover
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar2317530269166
Stock Image
Measure Theory and Filtering: Introduction and Applications (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 15)
Published by
Cambridge University Press, 2012
ISBN 10: 1107410711
ISBN 13: 9781107410718
New
Softcover
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9781107410718
Stock Image
Measure Theory and Filtering: Introduction and Applications
Published by
Cambridge University Press, 2012
ISBN 10: 1107410711
ISBN 13: 9781107410718
New
Paperback
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 1st edition. 268 pages. 9.75x6.75x0.75 inches. In Stock. This item is printed on demand. Seller Inventory # __1107410711
Buy New
£ 49.89
£ 10 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
Measure Theory and Filtering (Paperback)
Published by
Cambridge University Press, Cambridge, 2012
ISBN 10: 1107410711
ISBN 13: 9781107410718
New
Paperback
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: new. Paperback. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781107410718
Stock Image
Measure Theory and Filtering
Published by
Cambridge University Press CUP, 2012
ISBN 10: 1107410711
ISBN 13: 9781107410718
New
Softcover
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. 270. Seller Inventory # 264661701
Stock Image
Measure Theory and Filtering
Published by
Cambridge University Press, 2012
ISBN 10: 1107410711
ISBN 13: 9781107410718
New
Softcover
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 4 out of 5 stars
Condition: New. Print on Demand pp. 270 67:B&W 6.69 x 9.61 in or 244 x 170 mm (Pinched Crown) Perfect Bound on White w/Gloss Lam. Seller Inventory # 3186202
Buy New
£ 68.07
£ 6.50 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 4 available
Stock Image
Measure Theory and Filtering
Published by
Cambridge University Press, 2012
ISBN 10: 1107410711
ISBN 13: 9781107410718
New
Softcover
Seller: Biblios, Frankfurt am main, HESSE, Germany
Seller rating 4 out of 5 stars
Condition: New. PRINT ON DEMAND pp. 270. Seller Inventory # 184661711
Stock Image
Measure Theory and Filtering (Paperback)
Published by
Cambridge University Press, Cambridge, 2012
ISBN 10: 1107410711
ISBN 13: 9781107410718
New
Paperback
Seller: CitiRetail, Stevenage, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: new. Paperback. 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 our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9781107410718
Buy New
£ 59.99
£ 37 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Seller Image
Measure Theory and Filtering
Published by
Cambridge University Press, 2012
ISBN 10: 1107410711
ISBN 13: 9781107410718
New
Softcover
Seller: moluna, Greven, Germany
Seller rating 4 out of 5 stars
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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. Thre. Seller Inventory # 447217884
Buy New
£ 61.86
£ 42.88 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: Over 20 available
Stock Image
Measure Theory and Filtering (Paperback)
Published by
Cambridge University Press, Cambridge, 2012
ISBN 10: 1107410711
ISBN 13: 9781107410718
New
Paperback
Seller: AussieBookSeller, Truganina, VIC, Australia
Seller rating 5 out of 5 stars
Paperback. Condition: new. Paperback. 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 our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Seller Inventory # 9781107410718