The Oxford handbook of nonlinear filtering
Year of publication: |
2011
|
---|---|
Other Persons: | Crisan, Dan (contributor) |
Publisher: |
New York [u.a.] : Oxford Univ. Press |
Subject: | Nichtlineare Filterung | Stochastische Differentialgleichung | Mathematik |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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ML-estimation of sampled stochastic differential equations
Singer, Hermann, (2009)
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Two essays on incomplete markets
Esche, Felix, (2004)
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Stochastic differential equations : an introduction with applications
Øksendal, Bernt K., (2000)
- More ...
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Modelling multiperiod carbon markets using singular forward-backward sdes
Chassagneux, Jean-François, (2023)
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On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights
Touzi, Nizar, (2010)
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The Oxford Handbook of Nonlinear Filtering
Crisan, Dan,
- More ...