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Stochastic evolution systems: linear theory and applications to non-linear filtering/

Rozovskii, B. L. (Boris Lvovich),

Stochastic evolution systems: linear theory and applications to non-linear filtering/ by B. L. Rozovskii ; translated from the Russian by A. Yarkho. - Dordrecht: Kluwer Academic Publishers, 1990. - xviii, 315 pages; 25 cm. - Mathematics and its applications (Soviet series) volume 35 .

Translation of: Evoliutsionnye stokhasticheskie sistemy.

Includes bibliographical references (pages 294-310) and index.

engrus

ISBN: 0792300378

Subjects--Topical Terms:
Stochastic partial differential equations.

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Stochastic evolution systems: linear theory and applications to non-linear filtering/

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