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Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering - Mathematics and Its Applications B.l. Rozovskii 1991 edition
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Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering - Mathematics and Its Applications
B.l. Rozovskii
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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 31 de octubre de 1990 |
| ISBN13 | 9780792300373 |
| Editores | Kluwer Academic Publishers |
| Páginas | 315 |
| Dimensiones | 156 × 241 × 24 mm · 671 g |
| Lengua | Inglés |
| Traductor | Yarkho, A. |
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