图书简介 馆藏图书馆

1 D. Crisan, B. Rozovsky: Introduction; 2 The Foundations of Nonlinear Filtering; 2.1 H. Kunita: Nonlinear Filtering Problems I. Bayes Formulae and Innovations; 2.2 H. Kunita: Nonlinear Filtering Problems II. Associated Equations; 2.3 B. Grigelionis & R. Mikulevicius: Nonlinear Filtering Equations for Processes With Jumps; 2.4 T. G. Kurtz & G. Nappo: The Filtered Martingale Problem; 3 Nonlinear Filtering and Stochastic Partial Differential Equations; 3.1 N. V. Krylov: Filtering Equations for Partially Observable Diffusion Processes With Lipschitz Continuous Coefficients; 3.2 M. Chaleyat-Maurel: Malliavin Calculus Applications to the Study of Nonlinear Filtering; 3.3 S. V. Lototsky: Chaos Expansion to Nonlinear Filtering; 4 Stability and Asymptotic Analysis; 4.1 M. L. Kleptsyna & A. Y. Veretennikov: On Filtering with Unspecified Initial Data for Non-uniformly Ergodic Signals; 4.2 R. Atar: Exponential Decay Rate of the Filter’s Dependence on the Initial Distribution; 4.3 P. Chigansky, R. Liptser & R. Van Handel: Intrinsic Methods in Filter Stability; 4.4 A. Budhiraja: Feller and Stability Properties of the Nonlinear Filter; 4.5 W. Stannat: Lipschitz Continuity of Feynman-Kac Propagators; 5 Special Topics; 5.1 M. Davis: Pathwise Nonlinear Filtering; 5.2 A. J. Heunis: The Innovation Problem; 5.3 T. Duncan: Nonlinear Filtering and Fractional Brownian Motion; 6 Estimation and Control; 6.1 N. J. Newton: Dual Filters, Path Estimators and Information; 6.2 A. Bensoussan, M. Cakanyildirim & S. P. Sethi: Filtering for Discrete-Time Markov Processes and Applications to Inventory Control with Incomplete Information; 6.3 H. A.P. Blom & Y. Bar-Shalom: Bayesian Filtering of Stochastic Hybrid Systems in Discrete-time and Interacting Multiple Model; 7 Approximation Theory; 7.1 O. Zeitouni: Error Bounds for the Nonlinear Filtering of Diffusion Processes; 7.2 D. Crisan: Discretizing the Continuous Time Filtering Problem. Order of Convergence; 7.3 F. Le Gland, V. Monbet & V.-D. Tran: Large Sample Asymptotics for the Ensemble Kalman Filter; 8 The Particle Approach; 8.1 J. Xiong: Particle Approximations to the Filtering Problem in Continuous Time; 8.2 A. Doucet & A. M. Johansen: Tutorial on Particle Filtering and Smoothing: Fifteen Years Later; 8.3 P. Del Moral, F. Patras & S. Rubenthaler: A Mean Field Theory of Nonlinear Filtering; 8.4 T. B. Schon, F. Gustafsson & R. Karlsson: The Particle Filter in Practice; 8.5 C. Litterer & T. Lyons: Introducing Cubature to Filtering; 9 Numerical Methods in Nonlinear Filtering; 9.1 H. J. Kushner: Numerical Approximations to Optimal Nonlinear Filters; 9.2 M. Hairer, A. Stuart & J. Voss: Signal Processing Problems on Function Space: Bayesian Formulation, SPDEs and Effective MCMC Methods; 9.3 J. M. C. Clark & R. B. Vinter: Robust, Computationally Efficient Algorithms for Tracking Problems with Measurement Process Nonlinearities; 9.4 G.N. Milstein & M. Tretyakov: Nonlinear Filtering Algorithms Based on Averaging Over Characteristics and on the Innovation Approach; 10 Nonlinear Filtering in Financial Mathematics; 10.1 R. Frey & W. Runggaldier: Nonlinear Filtering in Models for Interest-Rate and Credit Risk; 10.2 R. J. Elliott, H. Miao & Z. Wu: An Asset Pricing Model with Mean Reversion and Regime Switching Stochastic Volatility; 10.3 H. Pham: Portfolio Optimization Under Partial Observation: Theoretical and Numerical Aspects; 10.4 L. C. Scott & Y. Zeng: Filtering with Counting Process Observations: Application to the Statistical Analysis of the Micromovement of Asset Price

Trade Policy 买家须知