Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering (Mathematics and its Applications) (Mathematics and its Applications: Soviet Series, Band 35) - Softcover

Rozovskii, B. L.

 
9789401057035: Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering (Mathematics and its Applications) (Mathematics and its Applications: Soviet Series, Band 35)

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Inhaltsangabe

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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9780792300373: Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering (Mathematics and its Applications, 35, Band 35)

Vorgestellte Ausgabe

ISBN 10:  0792300378 ISBN 13:  9780792300373
Verlag: Springer, 1990
Hardcover