Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filtering - Probability Theory and Stochastic Modelling - Boris L. Rozovsky - Knjige - Springer International Publishing AG - 9783319948928 - 15. oktobra 2018
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Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filtering - Probability Theory and Stochastic Modelling Second Edition 2018 edition

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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     Hardcover Book   (Knjiga s trdim hrbtom in platnicami)
Izdano 15. oktobra 2018
ISBN13 9783319948928
Založniki Springer International Publishing AG
Strani 330
Dimenzije 150 × 220 × 20 mm   ·   688 g
Jezik Angleščina  

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