1.

Record Nr.

UNICAMPANIAVAN00287641

Autore

Rozovsky, Boris L.

Titolo

Stochastic Evolution Systems : Linear Theory and Applications to Non-linear Filtering / by Boris L. Rozovsky

Pubbl/distr/stampa

Dordrecht, : Kluwer, 1990

Titolo uniforme

Evolyutsionnyye stokhasticheskiye sistemy

Descrizione fisica

xviii, 315 p. ; 24 cm

Soggetti

60-XX - Probability theory and stochastic processes [MSC 2020]

60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]

60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]

60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]

93E11 - Filtering in stochastic control theory [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Tradotto dal russo da A. Yarkho