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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.

Undertitel
Linear Theory and Applications to Non-Linear Filtering
Upplaga
Second Edition 2018
ISBN
9783319948928
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2018-10-15
Sidor
330