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Stochastic Filtering Theory
Language: en
Pages: 326
Authors: G. Kallianpur
Categories: Science
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

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This book is based on a seminar given at the University of California at Los Angeles in the Spring of 1975. The choice of topics reflects my interests at the ti
Fundamentals of Stochastic Filtering
Language: en
Pages: 395
Authors: Alan Bain
Categories: Mathematics
Type: BOOK - Published: 2008-10-08 - Publisher: Springer Science & Business Media

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This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the t
An Introduction to Stochastic Filtering Theory
Language: en
Pages: 285
Authors: Jie Xiong
Categories: Business & Economics
Type: BOOK - Published: 2008-04-17 - Publisher: Oxford University Press

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Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, targ
Stochastic Processes and Filtering Theory
Language: en
Pages: 404
Authors: Andrew H. Jazwinski
Categories: Science
Type: BOOK - Published: 2013-04-15 - Publisher: Courier Corporation

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This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering
Stochastic Filtering with Applications in Finance
Language: en
Pages: 354
Authors: Ramaprasad Bhar
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher: World Scientific

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This book provides a comprehensive account of stochastic filtering as a modeling tool in finance and economics. It aims to present this very important tool with