{"product_id":"stochastic-evolution-systems-linear-theory-and-applications-to-non-linear-filtering-von-boris-l-rozovsky-sergey-v-lototsky","title":"Stochastic Evolution Systems","description":"\n                                \n                \u003cp\u003eThis 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.\u003c\/p\u003e\n                                \n                \n                \u003cp\u003eThe emphasis lies on second-order stochastic parabolic equations and their connection to random dynamical systems. The authors further explore applications to the theory of optimal non-linear filtering, prediction, and smoothing of partially observed diffusion processes. The new edition now also includes a chapter on chaos expansion for linear stochastic evolution systems.\u003c\/p\u003e\n                                \n                \n                \u003cp\u003eThis book will appeal to anyone working in disciplines that require tools from stochastic analysis and PDEs, including pure mathematics, financial mathematics, engineering and physics.\u003c\/p\u003e\n                                \n                \u003cp\u003e\u003c\/p\u003e\n                            \n            \u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783030069339\"\u003e\u003ch3\u003eLinear Theory and Applications to Non-Linear Filtering\u003c\/h3\u003e\u003c\/div\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783319948928\"\u003e\u003ch3\u003eLinear Theory and Applications to Non-Linear Filtering\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783030069339","offer_id":39420803186781,"sku":"9783030069339","price":90.94,"currency_code":"EUR","in_stock":true},{"title":"Hardcover - 9783319948928","offer_id":32915910492253,"sku":"9783319948928","price":128.39,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/86718535-7399-4cb4-bb44-963064cbb03f.jpg?v=1772171739","url":"https:\/\/shop.autorenwelt.de\/products\/stochastic-evolution-systems-linear-theory-and-applications-to-non-linear-filtering-von-boris-l-rozovsky-sergey-v-lototsky","provider":"Autorenwelt Shop","version":"1.0","type":"link"}