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Stochastic evolution equations. Linear Theory and Applications to Nonlinear Filtering |
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| Abstract: | Stochastic evolution equations. Linear Theory and Applications to Nonlinear Filtering, by B. L, Rozovskii. Kluwer, Dordrecht/Boston/London, March 1991. 336 pp., $129. ISBN 0-7923-00370-8. Stochastic equations in infinite dimensions Stochastic equations in infinite dimensions, by G. Da Prato & J. Zabczyk. Cambridge University Press, Port Chester/New York, March 1993. 454 pp., $89.95. ISBN 0-541-38529-6 |
| Keywords: | Stochastic differential equations linear cocycles multiplicative ergodic theory Lyapunov exponents anticipative calculus Malliavin calculus 1990 AMS subject classifications Primary 60H10, 93E15 secondary 58F11, 60H07 |