Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering
Second Edition 2018
Book Details
Format
Hardback or Cased Book
Book Series
Probability Theory and Stochastic Modelling
ISBN-10
331994892X
ISBN-13
9783319948928
Edition
Second Edition 2018
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
CH
Country of Publication
GB
Publication Date
Oct 15th, 2018
Print length
330 Pages
AI Summary
Ksh 14,200.00
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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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