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Stochastic Evolution Systems - Linear Theory and Applications to Non-Linear Filtering (Hardcover, 2nd ed. 2018) Loot Price: R1,952

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Repayment Terms: R183 pm x 12*

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Stochastic Evolution Systems - Linear Theory and Applications to Non-Linear Filtering (Hardcover, 2nd ed. 2018): Boris L....

Stochastic Evolution Systems - Linear Theory and Applications to Non-Linear Filtering (Hardcover, 2nd ed. 2018)

Boris L. Rozovsky, Sergey V. Lototsky

Series: Probability Theory and Stochastic Modelling, 89

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List price ~~R2,929~~ Loot Price R1,952 Discovery Miles 19 520 | Repayment Terms: R183 pm x 12* You Save R977 (33%)

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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 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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	Probability Theory and Stochastic Modelling, 89
Release date:	October 2018
First published:	2018
Authors:	Boris L. Rozovsky • Sergey V. Lototsky
Dimensions:	235 x 155mm (L x W)
Format:	Hardcover
Pages:	330
Edition:	2nd ed. 2018
ISBN-13:	978-3-319-94892-8
Languages:	English
Subtitles:	English
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Physics > General Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Functional analysis Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Professional & Technical > Energy technology & engineering > Electrical engineering > General Promotions
LSN:	3-319-94892-X
Barcode:	9783319948928