The Oxford Handbook of Nonlinear Filtering - Oxford Handbooks - Dan; Rozovsk Crisan - Books - Oxford University Press - 9780199532902 - February 17, 2011
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Dan; Rozovsk Crisan
The Oxford Handbook of Nonlinear Filtering - Oxford Handbooks

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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.

1080 pages, 32 black and white illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released February 17, 2011
ISBN13 9780199532902
Publishers Oxford University Press
Pages 1078
Dimensions 185 × 250 × 75 mm   ·   2 kg
Language English  
Editor Crisan, Dan (Imperial College London, UK)
Editor Rozovskii, Boris (Brown University, USA)

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