Isbn: 9783319948928 - stochastic evolution systems: linear theory and applications to non-linear filtering: 89 (13 risultati)

Condizione: New. In English.

Condizione: New.

Condizione: New.

Hardcover. Condizione: Brand New. 2nd edition. 348 pages. 9.25x6.10x0.94 inches. In Stock.

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Condizione: New.

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 348 pp. Englisch.…

Condizione: new. Questo è un articolo print on demand.

Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a self-contained development of the theory of generalized solutions of stochastic parabolic equationsExplores equations of optimal non-linear filtering, interpolation, and extrapolation of diffusion processes in detailEstablishes v. …

Condizione: New. Print on Demand.

Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 348 pp. Englisch.…

Condizione: New. PRINT ON DEMAND.