دانلود کتاب Stochastic Evolution Systems

Name: Stochastic Evolution Systems
Availability: InStock
Author: Boris L. Rozovsky
ISBN: 9783319948935

by Boris L. Rozovsky, Sergey V. Lototsky

عنوان فارسی: سیستم های تکاملی تصادفی
ناشر: Springer
سال: 2018
ویرایش: 2
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 340-340
شابک: 9783319948935
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 3.67 مگابایت

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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.