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Stochastic Evolution Systems
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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.

Alaotsikko
Linear Theory and Applications to Non-Linear Filtering
Painos
Second Edition 2018
ISBN
9783319948928
Kieli
englanti
Paino
446 grammaa
Julkaisupäivä
15.10.2018
Sivumäärä
330