Measure Theory and Filtering: Introduction and Applications

by Lakhdar Aggoun, Robert James Elliott, Robert J. Elliott

Book Overview

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1107410711
• ISBN13: 9781107410718
• Release Date: October 2012
• Publisher: Cambridge University Press
• Length: 270 Pages
• Weight: 0.96 lbs.
• Dimensions: 0.6" x 6.7" x 9.6"