Originally published in 1988, The Statistical Theory of Linear Systems deals with identification (in the sense of obtaining a model from data) of multi-input and multi-output linear systems, in particular systems in ARMAX and state space form. The book emphasizes the underlying …
This book explores event-based estimation problems. It shows how several stochastic approaches are developed to maintain estimation performance when sensors perform their updates at slower rates only when needed. The self-contained presentation makes this book suitable for reade…
This book explores event-based estimation problems. It shows how several stochastic approaches are developed to maintain estimation performance when sensors perform their updates at slower rates only when needed. The self-contained presentation makes this book suitable for reade…
This book explores event-based estimation problems. It shows how several stochastic approaches are developed to maintain estimation performance when sensors perform their updates at slower rates only when needed. The self-contained presentation makes this book suitable for rea…
1. Comments on the pricing equations in finance. 1.1. Solutions and their properties. 1.2. Boundary conditions for the pricing equations -- 2. The method of lines (MOL) for the diffusion equation. 2.1. The method of lines with continuous time (the vertical MOL). 2.2. The method …
Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance. In The Time-Discrete Method of Lines for Options and Bonds, Gunter H. Meyer examines PDE models for financial derivatives and shows wh…
