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Stochastic Evolution Systems

Stochastic Evolution Systems Linear Theory and Applications to Non-Linear Filtering - Mathematics and Its Applications

1990 edition

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Publisher's Synopsis

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.

Book information

ISBN: 9789401057035
Publisher: Springer Netherlands
Imprint: Springer
Pub date:
Edition: 1990 edition
Language: English
Number of pages: 315
Weight: 516g
Height: 235mm
Width: 155mm
Spine width: 17mm