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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.

Undertittel
Linear Theory and Applications to Non-Linear Filtering
Opplag
Second Edition 2018
ISBN
9783030069339
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
20.12.2018
Antall sider
330