دانلود کتاب Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filtering (Probability Theory and Stochastic Modelling, 89)

Name: Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filtering (Probability Theory and Stochastic Modelling, 89)
Availability: InStock
Author: Boris L. Rozovsky
ISBN: 331994892X,9783319948928

by Boris L. Rozovsky, Sergey V. Lototsky

عنوان فارسی: سیستمهای تکامل تصادفی: تئوری خطی و کاربرد در فیلترهای غیر خطی (نظریه احتمال و مدلسازی تصادفی، 89)
ناشر: Springer
سال: 2018
ویرایش: 2nd ed. 2018
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 346-340
شابک: 331994892X,9783319948928
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 2.06 مگابایت

گزارش تخلف

دانلود کتاب

افزودن خلاصه فارسی

جزییات کتاب

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.