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Paperback Measure Theory and Filtering: Introduction and Applications Book

ISBN: 1107410711

ISBN13: 9781107410718

Measure Theory and Filtering: Introduction and Applications

(Book #15 in the Cambridge Series in Statistical and Probabilistic Mathematics Series)

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Format: Paperback

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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 emphasis on martingales and Brownian motion, but develops into an excellent user's guide to filtering. Including exercises for students, it will be a complete resource for engineers, signal processing researchers, or anyone with an interest in practical...

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