Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
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 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 |
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00125009 |
|
Rozovsky, Boris L.
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Evolution Systems : Linear Theory and Applications to Non-linear Filtering / by Boris L. Rozovsky
| Stochastic Evolution Systems : Linear Theory and Applications to Non-linear Filtering / by Boris L. Rozovsky |
| Autore | Rozovsky, Boris L. |
| Pubbl/distr/stampa | Dordrecht, : Kluwer, 1990 |
| 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00287641 |
|
Rozovsky, Boris L.
|
||
| Dordrecht, : Kluwer, 1990 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic partial differential equations: an introduction / Wei Liu, Michael Röckner
| Stochastic partial differential equations: an introduction / Wei Liu, Michael Röckner |
| Autore | Liu, Wei |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | VI, 266 p. : ill. ; 24 cm |
| Altri autori (Persone) | Röckner, Michael |
| Soggetto topico |
47-XX - Operator theory [MSC 2020]
47J35 - Nonlinear evolution equations [MSC 2020] 35-XX - Partial differential equations [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 34-XX - Ordinary differential equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 35Q35 - PDEs in connection with fluid mechanics [MSC 2020] 34G20 - Nonlinear differential equations in abstract spaces [MSC 2020] 34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 35K58 - Semilinear parabolic equations [MSC 2020] 35K59 - Quasilinear parabolic equations [MSC 2020] |
| Soggetto non controllato |
Explosive Solutions
Gelfand Triples Generalized Coercivity Girsanov Theorem on Hilbert Invariant measures Itô-Formula Locally Monotone Coefficients Markov property Ordinary differential equations Partial differential equations Stochastic 2D and 3D Navier-Stokes Equation Stochastic Cahn-Hilliard Equations Stochastic Evolution Equations Stochastic Partial Differential Equations Stochastic Porous Media Equations Stochastic Surface Growth Models Stochastic integration in Hilbert spaces Stochastic p-Laplace Equations Variational approach Weak and strong solutions Yamada-Watanabe Theorem in Infinite Dimensions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113731 |
|
Liu, Wei
|
||
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic partial differential equations: an introduction / Wei Liu, Michael Röckner
| Stochastic partial differential equations: an introduction / Wei Liu, Michael Röckner |
| Autore | Liu, Wei |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | VI, 266 p. : ill. ; 24 cm |
| Altri autori (Persone) | Röckner, Michael |
| Soggetto topico |
34-XX - Ordinary differential equations [MSC 2020]
34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 34G20 - Nonlinear differential equations in abstract spaces [MSC 2020] 35-XX - Partial differential equations [MSC 2020] 35K58 - Semilinear parabolic equations [MSC 2020] 35K59 - Quasilinear parabolic equations [MSC 2020] 35Q35 - PDEs in connection with fluid mechanics [MSC 2020] 47-XX - Operator theory [MSC 2020] 47J35 - Nonlinear evolution equations [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60J60 - Diffusion processes [MSC 2020] |
| Soggetto non controllato |
Explosive Solutions
Gelfand Triples Generalized Coercivity Girsanov Theorem on Hilbert Invariant measures Itô-Formula Locally Monotone Coefficients Markov property Ordinary Differential Equations Partial Differential Equations Stochastic 2D and 3D Navier-Stokes Equation Stochastic Cahn-Hilliard Equations Stochastic Evolution Equations Stochastic Partial Differential Equations Stochastic Porous Media Equations Stochastic Surface Growth Models Stochastic integration in Hilbert spaces Stochastic p-Laplace Equations Variational approach Weak and strong solutions Yamada-Watanabe Theorem in Infinite Dimensions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113731 |
|
Liu, Wei
|
||
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||