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Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filtering - Probability Theory and Stochastic Modelling Boris L. Rozovsky Second Edition 2018 edition
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Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filtering - Probability Theory and Stochastic Modelling
Boris L. Rozovsky
This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations. The emphasis lies on second-order stochastic parabolic equations and their connection to random dynamical systems.
330 pages, 2 Illustrations, black and white; XVI, 330 p. 2 illus.
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 20. decembra 2018 |
| ISBN13 | 9783030069339 |
| Založniki | Springer Nature Switzerland AG |
| Strani | 330 |
| Dimenzije | 235 × 155 × 21 mm · 526 g |
| Jezik | Angleščina |
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