Téléchargez le livre : Stochastic Evolution Systems

Stochastic Evolution Systems

Linear Theory and Applications to Non-Linear Filtering de

,

Éditeur :

Springer


Collection :

Probability Theory and Stochastic Modelling

Paru le : 2018-10-03

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Description

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. The authors further explore applications to the theory of optimal non-linear filtering, prediction, and smoothing of partially observed diffusion processes. The new edition now also includes a chapter on chaos expansion for linear stochastic evolution systems.
This book will appeal to anyone working in disciplines that require tools from stochastic analysis and PDEs, including pure mathematics, financial mathematics, engineering and physics.
Pages
330 pages
Collection
Probability Theory and Stochastic Modelling
Parution
2018-10-03
Marque
Springer
EAN papier
9783319948928
EAN PDF
9783319948935
Informations sur l'ebook
Nombre pages copiables
3
Nombre pages imprimables
33
Taille du fichier
3758 Ko
Prix
89,66 €
EAN EPUB
9783319948935
Informations sur l'ebook
Nombre pages copiables
3
Nombre pages imprimables
33
Taille du fichier
24719 Ko
Prix
89,66 €

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