STOCHASTIC DIFFERENTIAL EQUATIONS: THEORY AND APPLICATIONS - A VOLUME IN HONOR OF PROFESSOR BORIS L ROZOVSKII: 2 (INTERDISCIPLINARY MATHEMATICAL SCIENCES) - Hardcover

BAXENDALE PETER H & LOTOTSKY SERGEY V

Hardcover

ISBN 10: 9812706623 ISBN 13: 9789812706621

Publisher: World Scientific Publishing, 2007

Synopsis

This volume consists of 15 articles written by experts in stochastic analysis. 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 quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract the attention of mathematicians of all generations. Together with a short but thorough introduction to SPDEs, it presents a number of optimal, and essentially unimprovable, results about solvability for a large class of both linear and non-linear equations.The other papers in this volume were specially written for the occasion of Prof Rozovskii's 60th birthday. They tackle a wide range of topics in the theory and applications of stochastic differential equations, both ordinary and with partial derivatives.

Edition details

• Publisher: World Scientific Publishing
• Publication date: 2007
• Language: English
• ISBN 10: 9812706623
• ISBN 13: 9789812706621
• Binding: Hardcover
• Number of pages: 420