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Stochastic Evolution Systems

Linear Theory and Applications to Non-Linear Filtering

Language EnglishEnglish
Book Hardback
Book Stochastic Evolution Systems Boris L. Rozovsky
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
? points 187 b
77.47
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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.

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