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- Stochastic Evolution Systems (978-3-319-94892-8) - Einband - fest (Hardcover)
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Stochastic Evolution Systems
Linear Theory and Applications to Non-linear Filtering
von B.L. RozovskiiCovering the general theory of linear stochastic evolution systems with unbounded drift and diffusion operators, this book sureys Ito's second-order parabolic equations and explores filtering problems for processes whose trajectories can be described by them.
