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国際標準書誌記述(ISBD)
Measure Theory and Filtering :[elect...
~
Aggoun, Lakhdar.
Measure Theory and Filtering :[electronic resource].Introduction and Applications.
レコード種別:
言語・文字資料 (印刷物) : 単行資料
[NT 15000414] null:
515/.42
タイトル / 著者:
Measure Theory and Filtering : : Introduction and Applications.
著者:
Aggoun, Lakhdar.
その他の著者:
Elliott, Robert J.
出版された:
Leiden : : Cambridge University Press,, 2004.
記述:
270 p.
国際標準図書番号 (ISBN) :
9780511755330 (electronic bk.)
国際標準図書番号 (ISBN) :
9780521838030 (print)
[NT 15000228] null:
Cover; Half-title; Series-title; Title; Copyright; Contents; Preface; 1 Basic probability concepts; 2 Stochastic processes; 3 Stochastic calculus; 4 Change of measures; 5 Kalman filtering; 6 Financial applications; 7 A genetics model; 8 Hidden populations; References; Index
[NT 15000229] null:
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.
電子資源:
Click here to view book
Measure Theory and Filtering :[electronic resource].Introduction and Applications.
Aggoun, Lakhdar.
Measure Theory and Filtering :
Introduction and Applications.[electronic resource]. - Leiden :Cambridge University Press,2004. - 270 p.
Cover; Half-title; Series-title; Title; Copyright; Contents; Preface; 1 Basic probability concepts; 2 Stochastic processes; 3 Stochastic calculus; 4 Change of measures; 5 Kalman filtering; 6 Financial applications; 7 A genetics model; 8 Hidden populations; References; Index
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.
Electronic reproduction.
Available via World Wide Web.
Mode of access: World Wide Web.
ISBN: 9780511755330 (electronic bk.)Index Terms--Genre/Form:
336502
Electronic books.
LC Class. No.: QA312 . / A34 2004
Dewey Class. No.: 515/.42
Measure Theory and Filtering :[electronic resource].Introduction and Applications.
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http://ebooks.cambridge.org/ebook.jsf?bid=CBO9780511755330
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マルチメディア (複合媒体資料)
マルチメディアファイル
http://ebooks.cambridge.org/ebook.jsf?bid=CBO9780511755330
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