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The Oxford Handbook of Nonlinear Filtering

About The Oxford Handbook of Nonlinear Filtering

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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  • Language:
  • English
  • ISBN:
  • 9780199532902
  • Binding:
  • Hardback
  • Pages:
  • 1078
  • Published:
  • February 16, 2011
  • Dimensions:
  • 185x250x75 mm.
  • Weight:
  • 1968 g.
Delivery: 2-3 weeks
Expected delivery: January 26, 2025

Description of The Oxford Handbook of Nonlinear Filtering

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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