Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filtering, Second Edition by Boris L. RozovskyEnglish | PDF,EPUB | 2018 | 340 Pages | ISBN : 331994892X | 27.83 MB
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.