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Stochastic evolution systems: linear theory and applications to non-linear filtering
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 connect...
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| Lenguaje: | eng |
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Springer
2018
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-94893-5 http://cds.cern.ch/record/2646985 |