Lakhdar Aggoun, Robert J. Elliott

Measure Theory and Filtering

Introduction and Applications

• Broschiertes Buch

Produktbeschreibung

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

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 270
• Erscheinungstermin: 28. Mai 2012
• Englisch
• Abmessung: 244mm x 170mm x 15mm
• Gewicht: 472g
• ISBN-13: 9781107410718
• ISBN-10: 1107410711
• Artikelnr.: 36197770

Inhaltsangabe

Part I. Theory: 1. Basic probability concepts
2. Stochastic processes
3. Stochastic calculus
4. Change of measures
Part II. Applications: 5. Kalman filtering
6. Financial applications
7. A genetics model
8. Hidden populations.