Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering. [elektronicky zdroj]

Autor:	Rozovsky, Boris L.
Další autoři:	Lototsky, Sergey V.
Jazyk:	angličtina
Informace o vydání:	Cham : Springer, 2018.
Předmět:	Stochastic partial differential equations Electronic books
Vydání:	2nd ed.
Druh dokumentu:	Online; Non-fiction; Electronic document
Abstrakt:	Summary: Covering 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.
Databáze:	Vybrané kolekce e-knih
Externí odkaz:	Kolekce e-knih KNAV Registrovani uzivatele: plny text online 5 minut, dalsi pristup na vyzadani. Registered users: full text online 5 minutes, further access on request.