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Stochastic Evolution Systems - Linear Theory and Applications to Non-Linear Filtering (Paperback, Softcover reprint of the original 2nd ed. 2018) Loot Price: R2,711

Discovery Miles 27 110

Repayment Terms: R254 pm x 12*

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Stochastic Evolution Systems - Linear Theory and Applications to Non-Linear Filtering (Paperback, Softcover reprint of the...

Stochastic Evolution Systems - Linear Theory and Applications to Non-Linear Filtering (Paperback, Softcover reprint of the original 2nd ed. 2018)

Boris L. Rozovsky, Sergey V. Lototsky

Series: Probability Theory and Stochastic Modelling, 89

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Loot Price R2,711 Discovery Miles 27 110 | Repayment Terms: R254 pm x 12*

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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 Nature Switzerland AG
Country of origin:	Switzerland
Series:	Probability Theory and Stochastic Modelling, 89
Release date:	December 2018
First published:	2018
Authors:	Boris L. Rozovsky • Sergey V. Lototsky
Dimensions:	235 x 155 x 18mm (L x W x T)
Format:	Paperback
Pages:	330
Edition:	Softcover reprint of the original 2nd ed. 2018
ISBN-13:	978-3-03-006933-9
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:	3-03-006933-8
Barcode:	9783030069339