Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering
B.L. Rozovskii
ዲሴም 2012 · Mathematics and Its Applicationsመጽሐፍ 35 · Springer Science & Business Media
ኢ-መጽሐፍ
315
ገጾች
ነፃ ናሙና
ስለዚህ ኢ-መጽሐፍ
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.