Stochastic Evolution Systems

Released on by Boris L. Rozovsky
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  • Stochastic Evolution Systems Book Detail

  • Author : Boris L. Rozovsky
  • Release Date : 2018-10-03
  • Publisher : Springer
  • Genre : Mathematics
  • Pages : 340
  • ISBN 13 : 3319948938
  • File Size : 65,65 MB
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Stochastic Evolution Systems by Boris L. Rozovsky PDF Summary

Book Description: 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.

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Stochastic Evolution Systems

Stochastic Evolution Systems

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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

Stochastic Evolution Systems

Stochastic Evolution Systems

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Total View : 6223 Views
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Covering the general theory of linear stochastic evolution systems with unbounded drift and diffusion operators, this book sureys Ito's second-order parabolic e

Stochastic Evolution Systems

Stochastic Evolution Systems

File Size : 96,96 MB
Total View : 2263 Views
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Covering the general theory of linear stochastic evolution systems with unbounded drift and diffusion operators, this book sureys Ito's second-order parabolic e