Stochastic evolution systems linear theory and applications to non-linear filtering /
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.
| Main Author: | Rozovskiĭ, B. L. |
|---|---|
| Other Authors: | Lototsky, Sergey V., SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer,
2018.
|
| Physical Description: |
1 online resource (340 pages). |
| Edition: | Second edition. |
| Series: |
Probability theory and stochastic modelling ;
v. 89. |
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |