Stochastic evolution systems : linear theory and applications to non-linear filtering / by B. L. Rozovskii ; [transl. from the Russian by A. Yarkho]

Auteur principal : Rozovskii, Boris Lvovich, 1945-, AuteurType de document : MonographieCollection : Mathematics and its applications, 35Langue : anglais.Pays: Pays Bas.Éditeur : Dordrecht : Kluwer, 1990Description : 1 vol. (315 p.) ; 25 cmISBN: 0792300378.ISSN: 0169-6378.Bibliographie : Bibliogr. p. 301-310. Index.Sujet MSC : 60H15, Probability theory and stochastic processes - Stochastic analysis, Stochastic partial differential equations
60G35, Probability theory and stochastic processes, Signal detection and filtering (aspects of stochastic processes)
60H07, Probability theory and stochastic processes - Stochastic analysis, Stochastic calculus of variations and the Malliavin calculus
93E11, Systems theory; control, Filtering in stochastic control theoryEn-ligne : Springerlink Item type: Monographie
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Bibliogr. p. 301-310. Index

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