Cambridge University Press
Measure Theory and Filtering (English, Lakhdar Aggoun | Robert J. Elliott)
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Product Description
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
Book Specifications
| ISBN-13 | 9780521838030 |
| ISBN-10 | 0521838037 |
| Publisher | Cambridge University Press |
| Category | Cambridge University Press |
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