Stochastic Evolution Systems Linear Theory and Applications to Non-Linear Filtering /

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 connect...

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Bibliographic Details

Main Author:	Rozovsky, Boris L. (Author)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer International Publishing, 2018.
Edition:	2nd ed. 2018.
Series:	Probability Theory and Stochastic Modelling, 89
Subjects:	Probabilities. Partial differential equations. Functional analysis. Electrical engineering. Mathematical physics.
ISBN:	9783319948935
ISSN:	2199-3130 ;
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