Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering (Mathematics and its Applications) - Softcover

Rozovskii, B.L.

 
9789401057035: Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering (Mathematics and its Applications)
Softcover
ISBN 10: 9401057036 ISBN 13: 9789401057035
Publisher: Springer, 2012

This specific ISBN edition is currently not available.

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.

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Language Notes

Text: English, Russian (translation)

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Publisher
Springer
Publication date
2012
Language
English
ISBN 10 
9401057036
ISBN 13 
9789401057035
Binding
Paperback
Number of pages
315

Other Popular Editions of the Same Title

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

Featured Edition

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