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Items where Person is "Rozovskii-B"

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Number of items: 2.

2011

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. https://resolver.caltech.edu/CaltechAUTHORS:20161111-111346824

2006

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. https://resolver.caltech.edu/CaltechAUTHORS:CVIaap06

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