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  • © 1990

Stochastic Evolution Systems

Linear Theory and Applications to Non-linear Filtering

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Part of the book series: Mathematics and its Applications (MASS, volume 35)

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Table of contents (7 chapters)

  1. Front Matter

    Pages i-xviii
  2. Examples and Auxiliary Results

    • B. L. Rozovskii
    Pages 1-38
  3. Stochastic Integration in a Hilbert Space

    • B. L. Rozovskii
    Pages 39-85
  4. Ito’s Second Order Parabolic Equations

    • B. L. Rozovskii
    Pages 125-174
  5. Back Matter

    Pages 301-315

Authors and Affiliations

  • Institute of Advanced Studies for Chemistry, Moscow, USSR

    B. L. Rozovskii

Bibliographic Information

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book USD 54.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access