Code: 05249830
Stochastic Evolution Systems
by B. L. Rozovskii
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
- Language:
English - Binding: Hardback
- Number of pages: 315
Publisher: Springer Netherlands, 1991
- More about this
55.93 €
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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 Applied mathematics
55.93 €
- Full title: Stochastic Evolution Systems
- Subtitle: Linear Theory and Applications to Non-linear Filtering
- Author: B. L. Rozovskii
- Language: English
- Binding: Hardback
- Number of pages: 315
- EAN: 9780792300373
- ISBN: 0792300378
- ID: 05249830
- Publisher: Springer Netherlands
- Weight: 655 g
- Dimensions: 234 × 156 × 22 mm
- Published: 1991
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