Measure Theory and Filtering (English, Lakhdar Aggoun | Robert J. Elliott)
by Lakhdar Aggoun | Robert J. Elliott
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Total: ₹10,679
Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521838030
ISBN-10
0521838037
Author
Lakhdar Aggoun | Robert J. Elliott
About the Book
Aimed primarily at those outside of the field of statistics, this book not only provides an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion, but develops into an excellent user's guide to filtering. Including exercises for students, it will be a complete resource for engineers, signal processing researchers, or anyone with an interest in practica…
ISBN: 9780521838030
ISBN-13: 9780521838030
ISBN-10: 0521838037
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Product ID: isbn-9780521838030
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