Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering (Mathematics and its Applications)
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.
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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Format: Paperback
ISBN:
9789401057035 (9401057036)
ASIN: 9401057036
Publish date: 2012-09-28
Publisher: Springer
Pages no: 315
Edition language: English
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 by B.L. Rozovskii, now listed on BookLikes)