Stochastic evolution systems: linear theory and applications to non-linear filtering - Rozovskii, B. L. (Boris Lvovich) (Dordrecht: Kluwer Academic Publishers, 1990)
Translation of: Evoliutsionnye stokhasticheskie sistemy.
Includes bibliographical references (pages 294-310) and index.
engrus
Keywords: Stochastic partial differential equations