
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.
- Undertittel
- Linear Theory and Applications to Non-Linear Filtering
- Forfatter
- Boris L. Rozovsky, Sergey V. Lototsky
- Opplag
- Second Edition 2018
- ISBN
- 9783030069339
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 20.12.2018
- Antall sider
- 330
