Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering - Mathematics and Its Applications - B.l. Rozovskii - Bøker - Kluwer Academic Publishers - 9780792300373 - 31. oktober 1990
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Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering - Mathematics and Its Applications 1991 edition

B.l. Rozovskii

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Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering - Mathematics and Its Applications 1991 edition

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.


315 pages, biography

Media Bøker     Innbunden bok   (Bok med hard rygg og stivt omslag)
Utgitt 31. oktober 1990
ISBN13 9780792300373
Utgivere Kluwer Academic Publishers
Antall sider 315
Mål 156 × 241 × 24 mm   ·   671 g
Språk Engelsk  
Oversetter Yarkho, A.