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.
| ISBN: | 9783319948928 |
| Publication date: | 15th October 2018 |
| Author: | Boris L Rozovsky, Sergey V Lototsky |
| Publisher: | Springer International Publishing AG |
| Format: | Hardback |
| Pagination: | 330 pages |
| Series: | Probability Theory and Stochastic Modelling |
| Genres: |
Probability and statistics Stochastics Differential calculus and equations Functional analysis and transforms Electrical engineering Mathematical physics |
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.
Stochastic Evolution Systems features in the following genres: Probability and statistics, Stochastics, Differential calculus and equations, Functional analysis and transforms, Electrical engineering, Mathematical physics
Paperback, Hardback. £98.99, down from the £109.99 cover price. Not Available.
Stochastic Evolution Systems was written by Boris L Rozovsky, Sergey V Lototsky and published by Springer International Publishing AG
Stochastic Evolution Systems has 330 pages
Yes it is part of Probability Theory and Stochastic Modelling series
£98.99, reduced from £109.99. Not Available.