Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filtering - Probability Theory and Stochastic Modelling - Boris L. Rozovsky - Books - Springer Nature Switzerland AG - 9783030069339 - December 20, 2018
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Boris L. Rozovsky
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.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released December 20, 2018
ISBN13 9783030069339
Publishers Springer Nature Switzerland AG
Pages 330
Dimensions 235 × 155 × 21 mm   ·   526 g
Language English  

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