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Stochastic Evolution Systems
B.L. Rozovskii
其他書名
Linear Theory and Applications to Non-linear Filtering
出版Springer Science & Business Media, 2012-12-06
主題Mathematics / Probability & Statistics / GeneralMathematics / Differential Equations / GeneralTechnology & Engineering / ElectricalScience / Physics / Mathematical & ComputationalMathematics / Probability & Statistics / Stochastic Processes
ISBN94011383039789401138307
URLhttp://books.google.com.hk/books?id=3czoCAAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋Covering the general theory of linear stochastic evolution systems with unbounded drift and diffusion operators, this book sureys Ito's second-order parabolic equations and explores filtering problems for processes whose trajectories can be described by them.