Stochastic Evolution Systems

Linear Theory and Applications to Non-Linear Filtering

Nonfiction, Science & Nature, Mathematics, Differential Equations, Statistics
Cover of the book Stochastic Evolution Systems by Boris L. Rozovsky, Sergey V. Lototsky, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Boris L. Rozovsky, Sergey V. Lototsky ISBN: 9783319948935
Publisher: Springer International Publishing Publication: October 3, 2018
Imprint: Springer Language: English
Author: Boris L. Rozovsky, Sergey V. Lototsky
ISBN: 9783319948935
Publisher: Springer International Publishing
Publication: October 3, 2018
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Springer International Publishing

Cover of the book Electrochemical Science for a Sustainable Society by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book The Blackout in Britain and Germany, 1939–1945 by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Periprosthetic Joint Infections by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Green's Functions by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Poetry and Pedagogy across the Lifespan by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Distributed Computer and Communication Networks by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Formal Methods for Multicore Programming by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Handbook of Childhood Psychopathology and Developmental Disabilities Assessment by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Evolutionary Bioinformatics by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Up-to-Date Waste-to-Energy Approach by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Rockets and Ray Guns: The Sci-Fi Science of the Cold War by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Parameter Estimation in Fractional Diffusion Models by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Kenneth Warren and the Great Neglected Diseases of Mankind Programme by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book PTSD and Forensic Psychology by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Creativity and Technology in Mathematics Education by Boris L. Rozovsky, Sergey V. Lototsky
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy