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Stochastic evolution systems : linear theory and applications to non-linear filetring

B.L. Rosovskii, Auteur | Boston : Kluwer academic publishers | Mathematics and its applications | 1990

Covering the general theory of linear stochastic evolution systems with unbounded drift and diffusion operators, this book sureys Ito's second-order parabolic equations and explores filtering problems for processes whose trajectories can be de[...]

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