Stochastic Evolution Systems / Najlacnejšie knihy
Stochastic Evolution Systems

Code: 19612332

Stochastic Evolution Systems

by Boris L. Rozovsky, Sergey V. Lototsky

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 trajector ... more

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Book synopsis

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.

Book details

Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis

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