{"product_id":"measure-theory-and-filtering-lakhdar-aggoun-9780521838030","title":"Measure Theory and Filtering","description":"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 implementation of filtering techniques, in particular, the Kalman filter. Three separate chapters concentrate on applications arising in finance, genetics, and population modelling.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Lakhdar Aggoun, Robert J. Elliott\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0521838037\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780521838030\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Cambridge University Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 09\/13\/2004\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 270\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.41lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 10.10h x 7.10w x 0.90d","brand":"Lakhdar Aggoun","offers":[{"title":"Hardcover","offer_id":43920074572031,"sku":"9780521838030","price":103.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/products\/img_d1d4f254-4997-4d33-bce2-e8de5bc1b0e8.jpg?v=1680813457","url":"https:\/\/www.whiterainbookhouse.com\/products\/measure-theory-and-filtering-lakhdar-aggoun-9780521838030","provider":"WR Book House","version":"1.0","type":"link"}