Measure Theory and Filtering: Introduction and Applications by Lakhdar Aggoun, Robert J. Elliott

Measure Theory and Filtering: Introduction and Applications

Cambridge Series in Statistical and Probabilistic Mathematic

Lakhdar Aggoun, Robert J. Elliott

270 pages missing pub info (editions)

nonfiction mathematics science medium-paced
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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 ...

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