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Stochastic Evolution Systems

Name: Stochastic Evolution Systems
Brand: Springer International Publishing AG
SKU: 19612332
Price: 80.09 EUR
Availability: InStock
Author: Boris L. Rozovsky
ISBN: 9783319948928

Linear Theory and Applications to Non-Linear Filtering

Boris L. Rozovsky

Sergey V. Lototsky

Language

English

Book Hardback

Libristo code: 19612332

Publishers Springer International Publishing AG, October 2018

Covering the general theory of linear stochastic evolution systems with unbounded drift and diffusio... Full description

Libristo code: 19612332

196 b

80.09 € VAT included

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Covering the general theory of linear stochastic evolution systems with unbounded drift and diffusion operators, this book sureys Ito's second-order parabolic equations and explores filtering problems for processes whose trajectories can be described by them.