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

Author(s)

• Rozovskiĭ, Boris Lʹvovich

Bibliographic Information

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

by B.L. Rozovskii

（Mathematics and its applications, . Soviet series ; v. 35）

Kluwer Academic Publishers, c1990

Other Title

Ėvoli︠u︡t︠s︡ionnye stokhasticheskie sistemy

Эволюционные стохастические системы

Note

Translated from the Russian by A. Yarkho

Includes index

Details

• NCID: BA11466013
• ISBN:
  • 0792300378
• LCCN: 88039995
• Country Code: ne
• Title Language Code: eng
• Text Language Code: eng
• Original Language Code: rus
• Place of Publication: Dordrecht ; Boston
• Pages/Volumes: xviii, 315 p.
• Size: 25 cm
• Classification:
  • LCC : QA274.25
  • DC19 : 519.2
• Subject Headings:
  • LCSH : Stochastic partial differential equations
• Parent Bibliography ID:
  • BA00044495