A Caltech Library Service

Items where Person is "Rozovskii-B"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item Type | First Author | No Grouping
Jump to: 2011 | 2006
Number of items: 2.


Hairer, M. and Stuart, A. M. and Voss, J. (2011) Signal processing problems on function space: Bayesian formulation, stochastic PDEs and effective MCMC methods. In: The Oxford Handbook of Nonlinear Filtering. Oxford University Press , Oxford, UK, pp. 833-873. ISBN 9780199532902.


Cvitanić, Jakša and Lipster, Robert and Rozovskii, Boris (2006) A filtering approach to tracking volatility from prices observed at random times. Annals of Applied Probability, 16 (3). pp. 1633-1652. ISSN 1050-5164.

This list was generated on Sat Aug 15 03:48:34 2020 PDT.