{"product_id":"9783319948928","title":"Probability Theory and Stochastic Modelling: Linear Theory and Applications to Non-Linear Filtering","description":"\u003ch1\u003eProbability Theory and Stochastic Modelling: Linear Theory and Applications to Non-Linear Filtering\u003c\/h1\u003e \u003ch2\u003eRozovsky, Boris L.; Lototsky, Sergey V.\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\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\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\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\u003cp\u003e\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2018-10-15\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9783319948928\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-319-94893-5\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 330\u003c\/p\u003e ","brand":"© Kluwer Academic Publishers","offers":[{"title":"Default Title","offer_id":45383438958732,"sku":"9783319948928","price":116.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783319948928.jpg?v=1775838866","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9783319948928","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}