Stochastic Evolution Systems
Subtitle: Linear Theory and Applications to Non-Linear Filtering
Publisher: Springer
Published: Oct 15, 2018
Language: eng
Format: hardcover
Number of pages: 346
ISBN-13: 9783319948928
Description: Covering the general theory of linear stochastic evolution systems with unbounded drift and diffusion operators, this book sureys Ito's second-order parabolic equations and explores filtering problems for processes whose trajectories can be described by them.
Notes: Source title: Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filtering (Probability Theory and Stochastic Modelling (89))