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The Oxford Handbook of Nonlinear Filtering - Oxford Handbooks Dan; Rozovsk Crisan
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The Oxford Handbook of Nonlinear Filtering - Oxford Handbooks
Dan; Rozovsk Crisan
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.
1080 pages, 32 black and white illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 17 de febrero de 2011 |
| ISBN13 | 9780199532902 |
| Editores | Oxford University Press |
| Páginas | 1078 |
| Dimensiones | 185 × 250 × 75 mm · 2 kg |
| Lengua | Inglés |
| Editor | Crisan, Dan (Imperial College London, UK) |
| Editor | Rozovskii, Boris (Brown University, USA) |
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