Stochastic evolution systems: linear theory and applications to non-linear filtering
Auteur :
Rozovsky, Boris L. / Lototsky, Sergey V.
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030069339
Date de publication :
20 déc. 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.