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Measure Theory and Filtering : Introduction and Applications (Cambridge Series in Statistical and Probabilistic Mathematics)
Measure Theory and Filtering Introduction and Applications - Cambridge Series in Statistical and Probabilistic Mathematics
Author: Lakhdar Aggoun, Robert J. Elliott
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...  more »
ISBN-13: 9780521838030
ISBN-10: 0521838037
Publication Date: 9/13/2004
Pages: 268
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Publisher: Cambridge University Press
Book Type: Hardcover
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