The oxford handbook of nonlinear filtering

By:

Crisan, Dan

Material type: Text

TextPublication details: 2011 Oxford University Press New DelhiDescription: xiv, 1063 pISBN:

9780199532902

Subject(s):

DDC classification:

519.2 O9

Summary: The Oxford Handbook of Nonlinear Filtering is the first comprehensive written resource for the subject. It contains classical and recent results and applications, with contributions from 58 authors. Collated into 10 parts, it covers the foundations of nonlinear filtering, connections to stochastic partial differential equations, stability and asymptotic analysis, estimation and control, approximation theory and numerical methods for solving the nonlinear filtering problem (including particle methods). It also contains a part dedicated to the application of nonlinear filtering to several problems in mathematical finance. (http://ukcatalogue.oup.com)

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad	519.2 O9 (Browse shelf(Opens below))	Available		173472

Total holds: 0

The Oxford Handbook of Nonlinear Filtering is the first comprehensive written resource for the subject. It contains classical and recent results and applications, with contributions from 58 authors. Collated into 10 parts, it covers the foundations of nonlinear filtering, connections to stochastic partial differential equations, stability and asymptotic analysis, estimation and control, approximation theory and numerical methods for solving the nonlinear filtering problem (including particle methods). It also contains a part dedicated to the application of nonlinear filtering to several problems in mathematical finance. (http://ukcatalogue.oup.com)

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