{"product_id":"9783030069339","title":"Stochastic Evolution Systems","description":"\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\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003ePublication Year: \u003c\/strong\u003e2018\u003cbr\u003e\u003cstrong\u003eImprint: \u003c\/strong\u003eSpringer International Publishing\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003eFormat: P\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003eWeight (Gram): 534\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003c\/p\u003e","brand":"Boris L. Rozovsky","offers":[{"title":"Default Title","offer_id":41276524462258,"sku":"9783030069339","price":132.59,"currency_code":"SGD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0502\/5382\/4178\/products\/3030069338.01_SCLZZZZZZZ.jpg?v=1636168036","url":"https:\/\/readabook.store\/products\/9783030069339","provider":"READABOOK BY ALKEM","version":"1.0","type":"link"}