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The Oxford Handbook of Nonlinear Filtering

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A comprehensive, interdisciplinary resource for nonlinear (or stochastic) filtering, this Handbook explores the classical theory, the recent advances, and the application of nonlinear filtering to mathematical finance. With contributions from 58 leading experts, it will prove invaluable to anyone working in, or wishing to know more about, the area.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780199532902
  • Indbinding:
  • Hardback
  • Sideantal:
  • 1078
  • Udgivet:
  • 17. februar 2011
  • Størrelse:
  • 185x250x75 mm.
  • Vægt:
  • 1968 g.
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Leveringstid: 2-4 uger
Forventet levering: 28. december 2024
Forlænget returret til d. 31. januar 2025

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A comprehensive, interdisciplinary resource for nonlinear (or stochastic) filtering, this Handbook explores the classical theory, the recent advances, and the application of nonlinear filtering to mathematical finance. With contributions from 58 leading experts, it will prove invaluable to anyone working in, or wishing to know more about, the area.

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