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Stochastic Evolution Systems

Linear Theory and Applications to Non-linear Filtering

  • B. L. Rozovskii

Part of the Mathematics and Its Applications (Soviet Series) book series (MASS, volume 35)

Table of contents

  1. Front Matter
    Pages i-xviii
  2. B. L. Rozovskii
    Pages 1-38
  3. B. L. Rozovskii
    Pages 39-85
  4. B. L. Rozovskii
    Pages 125-174
  5. Back Matter
    Pages 301-315

About this book

Keywords

Boundary value problem Markov property Martingale Sobolev space diffusion process filtering problem local martingale partial differential equation

Authors and affiliations

  • B. L. Rozovskii
    • 1
  1. 1.Institute of Advanced Studies for ChemistryMoscowUSSR

Bibliographic information

  • DOI https://doi.org/10.1007/978-94-011-3830-7
  • Copyright Information Kluwer Academic Publishers 1990
  • Publisher Name Springer, Dordrecht
  • eBook Packages Springer Book Archive
  • Print ISBN 978-94-010-5703-5
  • Online ISBN 978-94-011-3830-7
  • Series Print ISSN 0169-6378
  • Buy this book on publisher's site