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Stochastic Evolution Systems - Boris L. Rozovsky - Bog

- Linear Theory and Applications to Non-Linear Filtering

Bag om Stochastic Evolution Systems

This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations. The emphasis lies on second-order stochastic parabolic equations and their connection to random dynamical systems.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783030069339
  • Indbinding:
  • Paperback
  • Sideantal:
  • 330
  • Udgivet:
  • 20. december 2018
  • Udgave:
  • 22018
  • Størrelse:
  • 155x235x18 mm.
  • Vægt:
  • 534 g.
  • 8-11 hverdage.
  • 20. november 2024

Normalpris

  • BLACK NOVEMBER

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Stochastic Evolution Systems

This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations. The emphasis lies on second-order stochastic parabolic equations and their connection to random dynamical systems.

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