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

• Κύριοι συγγραφείς: Rozovsky, Boris L. (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Lototsky, Sergey V. (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 2nd ed. 2018.
• Σειρά: Probability Theory and Stochastic Modelling, 89
• Θέματα: Probabilities.; Partial differential equations.; Functional analysis.; Electrical engineering.; Mathematical physics.; Probability Theory and Stochastic Processes.; Partial Differential Equations.; Functional Analysis.; Electrical Engineering.; Theoretical, Mathematical and Computational Physics.

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...

Πίνακας περιεχομένων:

• 1 Examples and Auxiliary Results
• 2 Stochastic Integration in a Hilbert Space
• 3 Linear Stochastic Evolution Systems in Hilbert Spaces
• 4 Ito's Second Order Parabolic Equations
• 5 Ito's Partial Differential Equations and Diffusion Processes
• 6 Filtering, Interpolation and Extrapolation of Diffusion Processes
• 7 Hypoellipticity of Ito's Second Order Parabolic Equations
• 8 Chaos Expansion for Linear Stochastic Evolution Systems
• Notes
• References
• Index.