Sergey V Lototsky: 2 books

Stochastic Partial Differential Equations

by Boris L. Rozovsky, Sergey V. Lototsky
Language: English
Release Date: July 6, 2017

Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic)...

Stochastic Evolution Systems

Linear Theory and Applications to Non-Linear Filtering

by Boris L. Rozovsky, Sergey V. Lototsky
Language: English
Release Date: October 3, 2018

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...