Boris L. Rozovsky - Böcker
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3 produkter
3 produkter
Stochastic Evolution Systems
Linear Theory and Applications to Non-Linear Filtering
Häftad, Engelska, 2018
634 kr
Skickas inom 5-8 vardagar
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.
853 kr
Skickas inom 10-15 vardagar
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs.
Stochastic Evolution Systems
Linear Theory and Applications to Non-Linear Filtering
Inbunden, Engelska, 2018
836 kr
Skickas inom 5-8 vardagar
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.