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

• Autore: Rozovsky, Boris L.
• Pubblicazione: Dordrecht, : Kluwer, 1990
• Titolo uniforme: Evolyutsionnyye stokhasticheskiye sistemy
• Descrizione fisica: xviii, 315 p. ; 24 cm
• Soggetto topico: 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]
• Soggetto non controllato: Backward diffusion equation; Boundary Value Problems; Chaos solution of parabolic equations; Diffusion Processes; Extrapolation; Filtering problems; Hormander's condition in filtering; Interpolations; Local martingale; Markov property; Martingales; Partial Differential Equations; Sobolev spaces; Stochastic characteristics; Stochastic integration in Hilbert spaces
• Note generali: Tradotto dal russo da A. Yarkho
• Titolo autorizzato: Evolyutsionnyye stokhasticheskiye sistemy
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00287641
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-94-011-3830-7
• Serie: Mathematics and its applications. Soviet series Dordrecht . -Reidel ; [poi] Kluwer ; 35