Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering - Mathematics and Its Applications - B.l. Rozovskii - Books - Kluwer Academic Publishers - 9780792300373 - October 31, 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 Books     Hardcover Book   (Book with hard spine and cover)
Released October 31, 1990
ISBN13 9780792300373
Publishers Kluwer Academic Publishers
Pages 315
Dimensions 156 × 241 × 24 mm   ·   671 g
Language English  
Translator Yarkho, A.

See all of B.l. Rozovskii ( e.g. Hardcover Book )