| 书目名称 | Stochastic Evolution Systems |
| 副标题 | Linear Theory and Ap |
| 编辑 | Boris L. Rozovsky,Sergey V. Lototsky |
| 视频video | |
| 概述 | Provides a self-contained development of the theory of generalized solutions of stochastic parabolic equations.Explores equations of optimal non-linear filtering, interpolation, and extrapolation of d |
| 丛书名称 | Probability Theory and Stochastic Modelling |
| 图书封面 |  |
| 描述 | .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. The authors further explore applications to the theory of optimal non-linear filtering, prediction, and smoothing of partially observed diffusion processes. The new edition now also includes a chapter on chaos expansion for linear stochastic evolution systems...This book will appeal to anyone working in disciplines that require tools from stochastic analysis and PDEs, including pure mathematics, financial mathematics, engineering and physics.. |
| 出版日期 | Book 2018Latest edition |
| 关键词 | MSC (2010): 60H15, 35R60; Boundary value problem; Markov property; Martingale; Sobolev space; diffusion p |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-3-319-94893-5 |
| isbn_softcover | 978-3-030-06933-9 |
| isbn_ebook | 978-3-319-94893-5Series ISSN 2199-3130 Series E-ISSN 2199-3149 |
| issn_series | 2199-3130 |
| copyright | Springer Nature Switzerland AG 2018 |
发表于 2025-3-21 19:01:25
