Stochastic Evolution SystemsBoris L. Rozovsky
Stochastic Evolution Systems
Boris L. Rozovsky, Sergey V. Lototsky · 2018
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About the book
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
- Year
- 2018
- Language
- English
- Publisher
- Springer
- Editions
- 2
- Pages
- 346
- ISBN
- 9783319948928
Data source: Wikidata