Kniha Stochastic Evolution Systems B. L. Rozovskii

Stochastic Evolution Systems

Linear Theory and Applications to Non-linear Filtering

Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Skladem u dodavatele
Odesíláme za 10-13 dnů
1 147
Covering the general theory of linear stochastic evolution systems with unbounded drift and diffusio...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
1991
Stránek
315
EAN
9780792300373
ISBN
0792300378
Enbook ID
05249830
Hmotnost
655
Rozměry
156 x 234 x 22

Kompletní popis

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.

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