Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering. [elektronicky zdroj]
| Autor: | Rozovskii, B. L. |
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| Jazyk: | angličtina |
| Informace o vydání: | Dordrecht : Springer Netherlands, 1990. |
| Předmět: | |
| 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: |
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