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Cover of Measure Theory and Filtering

Measure Theory and Filtering

by Lakhdar Aggoun, Robert J. Elliott

Cambridge University Press

₹4,579

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From the publisher

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.

Description supplied by the publisher.

Book details

ISBN-13
9780521838030
ISBN-10
0521838037
Authors
Lakhdar Aggoun, Robert J. Elliott
Condition
New
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