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Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering / Boris L. Rozovsky, Sergey V. Lototsky
| Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering / Boris L. Rozovsky, Sergey V. Lototsky |
| Autore | Rozovsky, Boris L. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xvi, 330 p. : ill. ; 24 cm |
| Altri autori (Persone) | Lototsky, Sergey V. |
| Soggetto topico |
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0125009 |
Rozovsky, Boris L.
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering / Boris L. Rozovsky, Sergey V. Lototsky
| Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering / Boris L. Rozovsky, Sergey V. Lototsky |
| Autore | Rozovsky, Boris L. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xvi, 330 p. : ill. ; 24 cm |
| Altri autori (Persone) | Lototsky, Sergey V. |
| Soggetto topico |
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] |
| Soggetto non controllato |
Backward diffusion equation
Boundary Value Problems Chaos solution of parabolic equations Diffusion Processes Extrapolation Filtering problem Hormander's condition in filtering Interpolation Local martingale Markov property Martingales Partial differential equations Sobolev spaces Stochastic characteristics Stochastic integration in Hilbert spaces |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125009 |
|
Rozovsky, Boris L.
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Partial Differential Equations / Sergey V. Lototsky, Boris L. Rozovsky
| Stochastic Partial Differential Equations / Sergey V. Lototsky, Boris L. Rozovsky |
| Autore | Lototsky, Sergey V. |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiv, 508 p. : ill. ; 24 cm |
| Altri autori (Persone) | Rozovsky, Boris L. |
| Soggetto topico |
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] |
| Soggetto non controllato |
Partial differential equations
Polynomial chaos Statistical inference for SPDEs Stochastic Analysis Stochastic elliptic equations Stochastic hyperbolic equations Stochastic parabolic equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123542 |
|
Lototsky, Sergey V.
|
||
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Partial Differential Equations / Sergey V. Lototsky, Boris L. Rozovsky
| Stochastic Partial Differential Equations / Sergey V. Lototsky, Boris L. Rozovsky |
| Autore | Lototsky, Sergey V. |
| Edizione | [Cham : Springer, 2017] |
| Pubbl/distr/stampa | xiv, 508 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Rozovsky, Boris L. |
| Soggetto topico |
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0123542 |
|
Lototsky, Sergey V.
|
||
| xiv, 508 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||