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Stochastic Evolution Systems

- Linear Theory and Applications to Non-Linear Filtering

Bag om Stochastic Evolution Systems

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319948928
  • Indbinding:
  • Hardback
  • Sideantal:
  • 330
  • Udgivet:
  • 15. oktober 2018
  • Udgave:
  • 22018
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 688 g.
  • 8-11 hverdage.
  • 6. december 2024
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Beskrivelse af Stochastic Evolution Systems

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.

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