語系:
繁體中文
English
說明(常見問題)
圖資館首頁
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Stochastic evolution systemslinear t...
~
Lototsky, Sergey V.
Stochastic evolution systemslinear theory and applications to non-linear filtering /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Stochastic evolution systemsby Boris L. Rozovsky, Sergey V. Lototsky.
其他題名:
linear theory and applications to non-linear filtering /
作者:
Rozovsky, Boris L.
其他作者:
Lototsky, Sergey V.
出版者:
Cham :Springer International Publishing :2018.
面頁冊數:
xvi, 330 p. :ill., digital ;24 cm.
Contained By:
Springer eBooks
標題:
Stochastic partial differential equations.
電子資源:
https://doi.org/10.1007/978-3-319-94893-5
ISBN:
9783319948935$q(electronic bk.)
Stochastic evolution systemslinear theory and applications to non-linear filtering /
Rozovsky, Boris L.
Stochastic evolution systems
linear theory and applications to non-linear filtering /[electronic resource] :by Boris L. Rozovsky, Sergey V. Lototsky. - 2nd ed. - Cham :Springer International Publishing :2018. - xvi, 330 p. :ill., digital ;24 cm. - Probability theory and stochastic modelling,v.892199-3130 ;. - Probability theory and stochastic modelling ;v.70..
1 Examples and Auxiliary Results -- 2 Stochastic Integration in a Hilbert Space -- 3 Linear Stochastic Evolution Systems in Hilbert Spaces -- 4 Ito's Second Order Parabolic Equations -- 5 Ito's Partial Differential Equations and Diffusion Processes -- 6 Filtering, Interpolation and Extrapolation of Diffusion Processes -- 7 Hypoellipticity of Ito's Second Order Parabolic Equations -- 8 Chaos Expansion for Linear Stochastic Evolution Systems -- Notes -- References -- Index.
This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations. The emphasis lies on second-order stochastic parabolic equations and their connection to random dynamical systems. The authors further explore applications to the theory of optimal non-linear filtering, prediction, and smoothing of partially observed diffusion processes. The new edition now also includes a chapter on chaos expansion for linear stochastic evolution systems. This book will appeal to anyone working in disciplines that require tools from stochastic analysis and PDEs, including pure mathematics, financial mathematics, engineering and physics.
ISBN: 9783319948935$q(electronic bk.)
Standard No.: 10.1007/978-3-319-94893-5doiSubjects--Topical Terms:
199002
Stochastic partial differential equations.
LC Class. No.: QA274.25 / .R696 2018
Dewey Class. No.: 519.22
Stochastic evolution systemslinear theory and applications to non-linear filtering /
LDR
:02415nmm a2200361 a 4500
001
544729
003
DE-He213
005
20190314145729.0
006
m d
007
cr nn 008maaau
008
190508s2018 gw s 0 eng d
020
$a
9783319948935$q(electronic bk.)
020
$a
9783319948928$q(paper)
024
7
$a
10.1007/978-3-319-94893-5
$2
doi
035
$a
978-3-319-94893-5
040
$a
GP
$c
GP
041
0
$a
eng
050
4
$a
QA274.25
$b
.R696 2018
072
7
$a
PBT
$2
bicssc
072
7
$a
MAT029000
$2
bisacsh
072
7
$a
PBT
$2
thema
072
7
$a
PBWL
$2
thema
082
0 4
$a
519.22
$2
23
090
$a
QA274.25
$b
.R893 2018
100
1
$a
Rozovsky, Boris L.
$3
789664
245
1 0
$a
Stochastic evolution systems
$h
[electronic resource] :
$b
linear theory and applications to non-linear filtering /
$c
by Boris L. Rozovsky, Sergey V. Lototsky.
250
$a
2nd ed.
260
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2018.
300
$a
xvi, 330 p. :
$b
ill., digital ;
$c
24 cm.
490
1
$a
Probability theory and stochastic modelling,
$x
2199-3130 ;
$v
v.89
505
0
$a
1 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.
520
$a
This 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.
650
0
$a
Stochastic partial differential equations.
$3
199002
650
1 4
$a
Probability Theory and Stochastic Processes.
$3
274061
650
2 4
$a
Partial Differential Equations.
$3
274075
650
2 4
$a
Functional Analysis.
$3
274845
650
2 4
$a
Electrical Engineering.
$3
338706
650
2 4
$a
Theoretical, Mathematical and Computational Physics.
$3
376743
700
1
$a
Lototsky, Sergey V.
$3
405229
710
2
$a
SpringerLink (Online service)
$3
273601
773
0
$t
Springer eBooks
830
0
$a
Probability theory and stochastic modelling ;
$v
v.70.
$3
683306
856
4 0
$u
https://doi.org/10.1007/978-3-319-94893-5
950
$a
Mathematics and Statistics (Springer-11649)
筆 0 讀者評論
全部
電子館藏
館藏
1 筆 • 頁數 1 •
1
條碼號
館藏地
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
000000162173
電子館藏
1圖書
電子書
EB QA274.25 .R893 2018 2018
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
多媒體檔案
https://doi.org/10.1007/978-3-319-94893-5
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼
登入