Stochastic Evolution Systems : Linear Theory and Applications to Non-linear F...
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Stochastic Evolution Systems : Linear Theory and Applications to Non-linear Filtering, Hardcover by Rozovsky, Boris L.; Lototsky, Sergey V., ISBN 331994892X, ISBN-13 9783319948928, Brand New, Free shipping in the USCovering the general theory of linear stochastic evolution systems with unbounded drift and diffusion operators, this book sureys Ito\'s second-order parabolic equations and explores filtering problems for processes whose trajectories can be described by them.
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