Kniha Stochastic Evolution Systems Boris L. Rozovsky

Stochastic Evolution Systems

Linear Theory and Applications to Non-Linear Filtering

Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Skladem u dodavatele
Odesíláme za 10-18 dnů
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Covering the general theory of linear stochastic evolution systems with unbounded drift and diffusio...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2018
Stránek
330
EAN
9783319948928
ISBN
331994892X
Enbook ID
19612332
Hmotnost
688
Rozměry
155 x 235 x 27

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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