Stochastic evolution systems : linear theory and applications to non-linear filtering /: linear theory and applications to non-linear filtering. (2018)

• Record Type: Book
• Further Information: Note: Boris L. Rozovsky, Sergey V. Lototsky.
• Other Names: Rozovskiĭ, B. L (Boris Lʹvovich); Lototsky, Sergey V
• Contents: Examples and auxiliary results -- Stochastic integration in a Hilbert space -- Linear stochastic evolution systems in Hilbert spaces -- Ito's second-order parabolic equations -- Ito's partial differential equations and diffusion processes -- Filtering, interpolation and extrapolation of diffusion processes -- Hypoellipticity of Ito's second order parabolic equations -- Chaos expansion for linear stochastic evolution systems.
• Edition: Second edition
• Publisher Details: Cham : Springer
• Publication Date: 2018
• Extent: 1 online resource (340 pages)
• Subjects: 519.2/2; Mathematics; Stochastic partial differential equations; Stochastic partial differential equations; Mathematics -- Differential Equations; Mathematics -- Functional Analysis; Technology & Engineering -- Electrical; Science -- Mathematical Physics; Differential calculus & equations; Functional analysis & transforms; Electrical engineering; Mathematical physics; Distribution (Probability theory); Differential equations, partial; Functional analysis; Computer engineering; Mathematics -- Probability & Statistics -- General; Probability & statistics; Electronic books
• Languages: English
• ISBNs: 9783319948935; 3319948938
• Related ISBNs: 9783319948928
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.