Stochastic evolution systems : linear theory and applications to non-linear filtering / by B. L. Rozovskii,... ; [transl. from the Russian by A. Yarkho] [ Livre]
Langue: Anglais ; Anglais.Publication : Dordrecht : Kluwer Academic Publishers, cop. 1990Description : XVIII-315 p. ; 25 cmISBN: 0792300378.Collection: Mathematics and its applications, Soviet series, 35Classification: 519.2 Probabilités : applicationsSujet - Nom commun: Processus de diffusion | Probabilities | Equations aux dérivées partielles stochastiques| Current location | Call number | Status | Notes | Date due | Barcode |
|---|---|---|---|---|---|
| ENS Rennes - Bibliothèque Mathématiques | 519.2 ROZ (Browse shelf) | Available | 519.2 Probabilités : applications | 00006222 |
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| 519.2 REV Continuous martingales and brownian motion | 519.2 REV Continuous martingales and brownian motion | 519.2 RIP Stochastic simulation | 519.2 ROZ Stochastic evolution systems | 519.2 UST Transformation of measure on Wiener space | 519.2 WIL Probability with martingales | 519.2 WIL Probability with martingales |
Bibliogr. p. 301-310. Index