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English
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Covering the general theory of linear stochastic evolution systems with unbounded drift and diffusio...
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Libristo code: 05249830
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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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About the book
Full name
Stochastic Evolution Systems
Author
B. L. Rozovskii
Language
English
English
Binding
Book - Hardback
Date of issue
1991
Number of pages
315
EAN
9780792300373
ISBN
0792300378
Libristo code
05249830
Publishers
Springer Netherlands
Weight
655
Dimensions
156 x 234 x 22
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