Download or read book The Oxford Handbook of Nonlinear Filtering written by Dan Crisan and published by OUP Oxford. This book was released on 2011-02-17 with total page 1080 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.