Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filtering - Probability Theory and Stochastic Modelling - Boris L. Rozovsky - Books - Springer International Publishing AG - 9783319948928 - October 15, 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.

Media Books     Hardcover Book   (Book with hard spine and cover)
Released October 15, 2018
ISBN13 9783319948928
Publishers Springer International Publishing AG
Pages 330
Dimensions 150 × 220 × 20 mm   ·   688 g
Language English  

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