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 ...
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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.
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Add this copy of Stochastic Evolution Systems: Linear Theory and to cart. $112.18, new condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2018 by Springer.
Edition:
2nd Softcover Reprint of the Original 2nd 2018 edition
Publisher:
Springer
Published:
2018
Language:
English
Alibris ID:
17987900711
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New. Trade paperback (US). Glued binding. 330 p. Contains: Unspecified, Illustrations, black & white. Probability Theory and Stochastic Modelling, 89. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Stochastic Evolution Systems: Linear Theory and to cart. $102.93, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2018 by Springer.
Edition:
2nd Softcover Reprint of the Original 2nd 2018 edition
Publisher:
Springer
Published:
2018
Language:
English
Alibris ID:
15647035867
Shipping Options:
Standard Shipping: $4.56
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Print on demand Trade paperback (US). Glued binding. 330 p. Contains: Unspecified, Illustrations, black & white. Probability Theory and Stochastic Modelling, 89.
Add this copy of Stochastic Evolution Systems: Linear Theory and to cart. $131.95, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2018 by Springer.
Add this copy of Stochastic Evolution Systems: Linear Theory and to cart. $176.86, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2018 by Springer.
