Stochastic Evolution Systems PDF Download

Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Stochastic Evolution Systems PDF full book. Access full book title Stochastic Evolution Systems by Boris L. Rozovsky. Download full books in PDF and EPUB format.

Stochastic Evolution Systems

Stochastic Evolution Systems PDF Author: Boris L. Rozovsky
Publisher: Springer
ISBN: 3319948938
Category : Mathematics
Languages : en
Pages : 340

Get Book Here

Book Description
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.