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Stochastic Evolution Systems

- Linear Theory and Applications to Non-Linear Filtering

About Stochastic Evolution Systems

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 connection to random dynamical systems.

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  • Language:
  • English
  • ISBN:
  • 9783319948928
  • Binding:
  • Hardback
  • Pages:
  • 330
  • Published:
  • October 14, 2018
  • Edition:
  • 22018
  • Dimensions:
  • 155x235x0 mm.
  • Weight:
  • 688 g.
Delivery: 2-4 weeks
Expected delivery: January 25, 2025
Extended return policy to January 30, 2025
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Description of Stochastic Evolution Systems

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 connection to random dynamical systems.

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