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Fundamentals of Stochastic Filtering - Alan Bain Dan Crisan
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Alan Bain Dan Crisan:

Fundamentals of Stochastic Filtering - First edition

2008, ISBN: 9780387768953

Hardcover

[ED: Gebunden], [PU: Springer New York], Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The authors are an authority in the stochastic fi… More...

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Alan Bain, Dan Crisan:

Fundamentals of Stochastic Filtering - hardcover

2009, ISBN: 9780387768953

Hard cover, A small run of pages has a creased upper corner. Cover and inside pages are clean and unmarked., Very good. No jacket, Mathematics, [PU: Springer]

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Bain, Alan, Crisan, Dan,:
Fundamentals Of Stochastic Filtering - new book

ISBN: 9780387768953

Springer. NEW. Brand New Book May dispatch from the US or the UK Standard Delivery is usually 5 to 7 days Tracking whenever available, Springer, 6

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Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability) - Bain, Alan, Crisan, Dan
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Bain, Alan, Crisan, Dan:
Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability) - hardcover

2008, ISBN: 0387768955

[EAN: 9780387768953], Used, as new, [PU: Springer], Like New, Books

NOT NEW BOOK. Shipping costs: EUR 21.62 Mispah books, Redhill, SURRE, United Kingdom [82663586] [Rating: 4 (of 5)]
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Fundamentals of Stochastic Filtering - Alan Bain; Dan Crisan
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Alan Bain; Dan Crisan:
Fundamentals of Stochastic Filtering - hardcover

2008, ISBN: 9780387768953

Buch, Hardcover, 2009 ed. [PU: Springer-Verlag New York Inc.], Springer-Verlag New York Inc., 2008

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Fundamentals of Stochastic Filtering
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ISBN:

0387768955


This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature. While no prior knowledge of stochastic filtering is required, readers are assumed to be familiar with measure theory, probability theory and the basics of stochastic processes. Most of the technical results that are required are stated and proved in the appendices. Exercises and solutions are included.

Details of the book - Fundamentals of Stochastic Filtering


EAN (ISBN-13): 9780387768953
ISBN (ISBN-10): 0387768955
Hardcover
Paperback
Publishing year: 2008
Publisher: Springer-Verlag New York Inc.
390 Pages
Weight: 0,680 kg
Language: eng/Englisch

Book in our database since 2008-01-24T21:20:11-05:00 (New York)
Detail page last modified on 2024-02-22T07:32:11-05:00 (New York)
ISBN/EAN: 0387768955

ISBN - alternate spelling:
0-387-76895-5, 978-0-387-76895-3
Alternate spelling and related search-keywords:
Book author: bain, bakhrushin, crisan, grimmett
Book title: fundamental probability, the fundamentals, filter, modell, introduction probability

Information from Publisher

Author: Alan Bain; Dan Crisan
Title: Stochastic Modelling and Applied Probability; Fundamentals of Stochastic Filtering
Publisher: Springer; Springer US
390 Pages
Publishing year: 2008-10-23
New York; NY; US
Language: English
160,49 € (DE)
164,99 € (AT)
177,00 CHF (CH)
Available
XIII, 390 p.

BB; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Filtering; Fundamentals; Modeling; Probability theory; Stochastic; Stochastic Processes; algorithms; calculus; filtering problem; measure theory; stochastic process; quantitative finance; Probability Theory; Control, Robotics, Automation; Numerical Analysis; Mathematics in Business, Economics and Finance; Stochastik; Regelungstechnik; Numerische Mathematik; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; EA; BC

Filtering Theory.- The Stochastic Process ?.- The Filtering Equations.- Uniqueness of the Solution to the Zakai and the Kushner–Stratonovich Equations.- The Robust Representation Formula.- Finite-Dimensional Filters.- The Density of the Conditional Distribution of the Signal.- Numerical Algorithms.- Numerical Methods for Solving the Filtering Problem.- A Continuous Time Particle Filter.- Particle Filters in Discrete Time.
The authors are an authority in the stochastic filtering field An assortment of Measure Theory, Probability Theory and Stochastic Analysis results are included in order to make this book as self contained as possible Exercises and solutions included throughout
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