bibliography.bib

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@misc{imu_datasheet,
  title = {Datasheet STIM300 Inertia Measurement Unit},
  author = {Sensonor AS},
  howpublished = {TS1524 rev.15},
  note = {December 2013}
}



@InBook{PlatBrut10,
  Title                    = {Numerical Solution of Stochastic Differential Equations with Jumps in Finance},
  Author                   = {Platen, Eckhard and Bruti-Liberati, Nicola},
  Publisher                = {Springer-Verlag},
  Year                     = {2010},

  url={https://books.google.no/books?id=XjNLshgxpxUC&lpg=PP1&hl=no&pg=PP1#v=onepage&q&f=false},
  Address                  = {Berlin Heidelberg, Germany},

  Abstract                 = {The evaluation of the expectation of a given function of a solution of an SDE with jumps provides via the Feynman-Kac formula, see Sect. 2.7, the solution of a partial integro differential equation. In many applications it is of major interest to obtain numerically these expectations, in particular in multi-dimensional settings. Monte Carlo simulation appears to be a method that may be able to provide answers to this question under rather general circumstances. However, raw Monte Carlo estimates of the expectation of a payoff structure, for instance for derivative security prices, can be very expensive in terms of computer resource usage. In this chapter we investigate the problem of constructing variance reduced estimators for the expectation of functionals of solutions of SDEs that can speed up the simulation enormously. We follow again closely Heath (1995). As we will see, variance reduction is more of an art and can be applied in many ways. This chapter shall enable the reader to design her or his own variance reduction method for a given problem at hand.},
  Optdoi                   = {10.1007/978-3-642-13694-8_16},
  Optisbn                  = {978-3-642-13694-8},
  Opturl                   = {https://doi.org/10.1007/978-3-642-13694-8_16}
}

@book{kallianpur1980,
  title={Stochastic Filtering Theory},
  author={Kallianpur, G.},
  isbn={9783540904458},
  lccn={80013486},
  series={Applications of mathematics},
  url={https://books.google.no/books?id=RBbvAAAAMAAJ},
  year={1980},
  publisher={Springer}
}

@book{øksendal2010stochastic,
  title={Stochastic Differential Equations: An Introduction with Applications},
  author={{\O}ksendal, B.},
  isbn={9783642143946},
  lccn={2003052637},
  series={Universitext},
  url={https://books.google.no/books?id=EQZEAAAAQBAJ},
  year={2010},
  publisher={Springer Berlin Heidelberg}
}
@book{Bain2008,
  title={Fundamentals of Stochastic Filtering},
  author={Alan Bain and Dan Crisan},
  year={2008},
  url={https://books.google.no/books?id=hE3KF5Wf6ecC&lpg=PR1&hl=no&pg=PR1#v=onepage&q&f=false}
}


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@book{Chen2014,
  title={Linear System Theory and Design},
  author={Chen, Chi-Tsong},
  isbn={9780199964543},
  year={2014},
  publisher={Oxford University Press, Incorporated}
}

@misc{WikibookLatex,
  title = {Wikibooks LaTeX},
  howpublished = {\url{https://en.wikibooks.org/wiki/LaTeX}},
  note = {Accessed: 2016-08-30}
}

@misc{InputVsInclude,
  title = {When should I use \texttt{input} vs. \texttt{include}?},
  howpublished = {\url{http://tex.stackexchange.com/questions/246/when-should-i-use-input-vs-include}},
  note = {Accessed: 2017-02-13}
}

@misc{BiberBibtexEtc,
  title = {bibtex vs. biber and biblatex vs. natbib},
  howpublished = {\url{http://tex.stackexchange.com/questions/25701/bibtex-vs-biber-and-biblatex-vs-natbib}},
  note = {Accessed: 2017-02-13}
}

@book{Berland2010,
author = {Berland, H},
title = {{En introduksjon til Latex}},
note = {\url{http://www.pvv.ntnu.no/~berland/latex/latexintro4up.pdf}},
year = {2010}
}

@book{Oetiker2011,
author = {Oetiker, T. and Partl, H. and Hyna, I. and Schlegl, E.},
title = {{The Not So Short Introduction to LATEX 2e}},
note = {\url{http://tobi.oetiker.ch/lshort/lshort.pdf}},
year = {2011}
}

@book{Downes2002,
author = {Downes, M.},
title = {{Short Math Guide for LATEX}},
note = {\url{ftp://ftp.ams.org/pub/tex/doc/amsmath/short-math-guide.pdf}},
year = {2002}
}

@book{Nocedal2006,
author = {Nocedal, J. and Wright, S. J.},
edition = {second},
publisher = {Springer},
title = {{Numerical Optimization}},
year = {2006}
}