Stochastic Evolution Systems Linear by Rozovsky Boris (19 results)
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Series: Probability Theory and Stochastic Modelling, Book 21 of 35. Book 21 of 35 - Probability Theory and Stochastic Modelling
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Published by Springer 2018-12, 2018
Series: Probability Theory and Stochastic Modelling, Book 21 of 35. Book 21 of 35 - Probability Theory and Stochastic Modelling
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Series: Probability Theory and Stochastic Modelling, Book 21 of 35. Book 21 of 35 - Probability Theory and Stochastic Modelling
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Condition: New. Softcover reprint of the original 2nd ed. 2018 edition NO-PA16APR2015-KAP.
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Published by Springer, 2018
Series: Probability Theory and Stochastic Modelling, Book 21 of 35. Book 21 of 35 - Probability Theory and Stochastic Modelling
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Series: Probability Theory and Stochastic Modelling, Book 21 of 35. Book 21 of 35 - Probability Theory and Stochastic Modelling
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Series: Probability Theory and Stochastic Modelling, Book 21 of 35. Book 21 of 35 - Probability Theory and Stochastic Modelling
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Series: Probability Theory and Stochastic Modelling, Book 21 of 35. Book 21 of 35 - Probability Theory and Stochastic Modelling
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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-ord…er 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.
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Published by Springer, 2018
Series: Probability Theory and Stochastic Modelling, Book 21 of 35. Book 21 of 35 - Probability Theory and Stochastic Modelling
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Series: Probability Theory and Stochastic Modelling, Book 21 of 35. Book 21 of 35 - Probability Theory and Stochastic Modelling
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Taschenbuch. Condition: Neu. Stochastic Evolution Systems | Linear Theory and Applications to Non-Linear Filtering | Boris L. Rozovsky (u. a.) | Taschenbuch | xvi | Englisch | 2018 | Springer | EAN 9783030069339 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[a…t]springer[dot]com | Anbieter: preigu.
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Published by Springer, 2018
Series: Probability Theory and Stochastic Modelling, Book 21 of 35. Book 21 of 35 - Probability Theory and Stochastic Modelling
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 stoc…hastic 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.
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Published by Springer, 2018
Series: Probability Theory and Stochastic Modelling, Book 21 of 35. Book 21 of 35 - Probability Theory and Stochastic Modelling
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Hardcover. Condition: Brand New. 2nd edition. 348 pages. 9.25x6.10x0.94 inches. In Stock.
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Published by Springer, 2018
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Language: English
Published by Springer, 2018
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