LEADER 00912nam0-2200313 --450 001 9910916496303321 005 20241219090711.0 100 $a20241219d1949----kmuy0itay5050 ba 101 0 $aita 102 $aIT 105 $a 001yy 200 1 $aPensieri$fCornelii Taciti$g[a cura di Guido Manacorda] 210 $aFirenze$cFussi$dstampa 1949 215 $a109 p.$d17 cm 225 1 $a<> melagrano$v34-35 300 $aTraduzione italiana a fronte 300 $aAltro frontespizio in latino 300 $aEd. numerata di 1500 esemplari 510 1 $aSententiae 676 $a937.007202$v21 700 1$aTacitus,$bPublius Cornelius$05717 702 1$aManacorda,$bGuido$f<1879-1965> 801 0$aIT$bUNINA$gREICAT$2UNIMARC 901 $aBK 912 $a9910916496303321 952 $aDAM L31 TACC 01$b2024/8994$finserire BAS 959 $aFLFBC 996 $aPensieri$9517533 997 $aUNINA LEADER 03953nam 22006495 450 001 9910300111403321 005 20250609112051.0 010 $a3-319-94893-8 024 7 $a10.1007/978-3-319-94893-5 035 $a(CKB)4100000006999495 035 $a(MiAaPQ)EBC5540871 035 $a(DE-He213)978-3-319-94893-5 035 $a(PPN)231458312 035 $a(MiAaPQ)EBC6235604 035 $a(EXLCZ)994100000006999495 100 $a20181003d2018 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aStochastic Evolution Systems $eLinear Theory and Applications to Non-Linear Filtering /$fby Boris L. Rozovsky, Sergey V. Lototsky 205 $a2nd ed. 2018. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2018. 215 $a1 online resource (340 pages) 225 1 $aProbability Theory and Stochastic Modelling,$x2199-3130 ;$v89 311 08$a3-319-94892-X 327 $a1 Examples and Auxiliary Results -- 2 Stochastic Integration in a Hilbert Space -- 3 Linear Stochastic Evolution Systems in Hilbert Spaces -- 4 Ito's Second Order Parabolic Equations -- 5 Ito's Partial Differential Equations and Diffusion Processes -- 6 Filtering, Interpolation and Extrapolation of Diffusion Processes -- 7 Hypoellipticity of Ito's Second Order Parabolic Equations -- 8 Chaos Expansion for Linear Stochastic Evolution Systems -- Notes -- References -- Index. 330 $aThis monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations. The emphasis lies on second-order stochastic parabolic equations and their connection to random dynamical systems. The authors further explore applications to the theory of optimal non-linear filtering, prediction, and smoothing of partially observed diffusion processes. The new edition now also includes a chapter on chaos expansion for linear stochastic evolution systems. This book will appeal to anyone working in disciplines that require tools from stochastic analysis and PDEs, including pure mathematics, financial mathematics, engineering and physics. 410 0$aProbability Theory and Stochastic Modelling,$x2199-3130 ;$v89 606 $aProbabilities 606 $aDifferential equations, Partial 606 $aFunctional analysis 606 $aElectrical engineering 606 $aMathematical physics 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aPartial Differential Equations$3https://scigraph.springernature.com/ontologies/product-market-codes/M12155 606 $aFunctional Analysis$3https://scigraph.springernature.com/ontologies/product-market-codes/M12066 606 $aElectrical Engineering$3https://scigraph.springernature.com/ontologies/product-market-codes/T24000 606 $aTheoretical, Mathematical and Computational Physics$3https://scigraph.springernature.com/ontologies/product-market-codes/P19005 615 0$aProbabilities. 615 0$aDifferential equations, Partial. 615 0$aFunctional analysis. 615 0$aElectrical engineering. 615 0$aMathematical physics. 615 14$aProbability Theory and Stochastic Processes. 615 24$aPartial Differential Equations. 615 24$aFunctional Analysis. 615 24$aElectrical Engineering. 615 24$aTheoretical, Mathematical and Computational Physics. 676 $a519.22 700 $aRozovsky$b Boris L$4aut$4http://id.loc.gov/vocabulary/relators/aut$0767827 702 $aLototsky$b Sergey V.$4aut$4http://id.loc.gov/vocabulary/relators/aut 906 $aBOOK 912 $a9910300111403321 996 $aStochastic Evolution Systems$92053521 997 $aUNINA