Measure Theory and Filtering

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: Hardcover
• Language: English
• ISBN: 0521838037
• ISBN13: 9780521838030
• Release Date: September 2004
• Publisher: Cambridge University Press
• Length: 270 Pages
• Weight: 1.45 lbs.
• Dimensions: 0.9" x 7.1" x 10.1"