Advertisement

© 1990

Stochastic Evolution Systems

Linear Theory and Applications to Non-linear Filtering

Book

Part of the Mathematics and Its Applications (Soviet Series) book series (MASS, volume 35)

Table of contents

  1. Front Matter
    Pages i-xviii
  2. B. L. Rozovskii
    Pages 1-38
  3. B. L. Rozovskii
    Pages 39-85
  4. B. L. Rozovskii
    Pages 125-174
  5. Back Matter
    Pages 301-315

About this book

Keywords

Boundary value problem Markov property Martingale Sobolev space diffusion process filtering problem local martingale partial differential equation

Authors and affiliations

  1. 1.Institute of Advanced Studies for ChemistryMoscowUSSR

Bibliographic information

Industry Sectors
Pharma
Biotechnology
IT & Software
Telecommunications
Finance, Business & Banking
Electronics
Energy, Utilities & Environment
Aerospace
Oil, Gas & Geosciences
Engineering