Stochastic evolution systems : linear theory and applications to non-linear filtering /

Stochastic evolution systems : linear theory and applications to non-linear filtering /

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Bibliographic Details
Author / Creator:Rozovskiĭ, B. L. (Boris Lʹvovich)
Edition:Second edition.
Imprint:Cham : Springer, 2018.
Description:1 online resource (340 pages)
Language:English
Series:Probability Theory and Stochastic Modelling ; v. 89
Probability theory and stochastic modelling ; v. 89.
Subject:
Stochastic partial differential equations.
Stochastic partial differential equations.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11718248
Hidden Bibliographic Details
Other authors / contributors:Lototsky, Sergey V.
ISBN:9783319948935
3319948938
9783319948928
331994892X
Notes:Print version record.
Summary: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.
Other form:Print version: Rozovsky, Boris L. Stochastic Evolution Systems. Cham : Springer, ©2018 9783319948928

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