This 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

In this monograph stochastic models of systems analysis are discussed. It covers many aspects and different stages from the construction of mathematical models

The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a qu

Dynamical evolution over long time scales is a prominent feature of all the systems we intuitively think of as complex — for example, ecosystems, the brain or

This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control