9783319948928 - stochastic evolution systems: linear theory and applications to non-linear filtering (probability theory and stochastic modelling, 89, band 89) von rozovsky, boris l.; lototsky, sergey v. (4 Ergebnisse)

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 stocha…