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Stochastic Evolution Systems

Linear Theory and Applications to Non-linear Filtering

Language EnglishEnglish
Book Hardback
Book Stochastic Evolution Systems B. L. Rozovskii
Libristo code: 05249830
Publishers Springer Netherlands, November 1990
Covering the general theory of linear stochastic evolution systems with unbounded drift and diffusio... Full description
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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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About the book

Full name Stochastic Evolution Systems
Author B. L. Rozovskii
Language English
Binding Book - Hardback
Date of issue 1991
Number of pages 315
EAN 9780792300373
ISBN 0792300378
Libristo code 05249830
Publishers Springer Netherlands
Weight 655
Dimensions 156 x 234 x 22

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Physics > Mathematical physics
Technology, Engineering, Agriculture > Energy technology & engineering > Electrical engineering
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