02376nam0 2200529 i 450 VAN012500920231002021711.451N978331994893520191029d2018 |0itac50 baengCH|||| |||||Stochastic Evolution SystemsLinear Theory and Applications to Non-Linear FilteringBoris L. Rozovsky, Sergey V. Lototsky2. edChamSpringer2018xvi, 330 p.ill.24 cm001VAN01038262001 Probability theory and stochastic modelling210 Berlin [etc.]Springer1988-89VAN0236511EVOLYUTSIONNYYe STOKHASTICHESKIYe SISTEMY255424260H15Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]VANC021488MF35R60PDEs with randomness, stochastic partial differential equations [MSC 2020]VANC025169MFBackward diffusion equationKW:KBoundary Value ProblemsKW:KChaos solution of parabolic equationsKW:KDiffusion ProcessesKW:KExtrapolationKW:KFiltering problemKW:KHormander's condition in filteringKW:KInterpolationKW:KLocal martingaleKW:KMarkov propertyKW:KMartingalesKW:KPartial differential equationsKW:KSobolev spacesKW:KStochastic characteristicsKW:KStochastic integration in Hilbert spacesKW:KCHChamVANL001889RozovskyBoris L.VANV094997767827LototskySergey V.VANV076102767168Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-3-319-94893-5E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0125009BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1385 08eMF1385 20191029 EVOLYUTSIONNYYe STOKHASTICHESKIYe SISTEMY2554242UNICAMPANIA