Stochastic Differential Equations : Theory and Applications, a Volume in Honor of Professor Boris L Rozovskii

Baxendale, Peter H. (EDT); Lototsky, Sergey V. (EDT)

ISBN 10: 9812706623 / ISBN 13: 9789812706621

Published by World Scientific Publishing Company, 2007

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Bibliographic Details

• Title: Stochastic Differential Equations : Theory and Applications, a Volume in Honor of Professor Boris L Rozovskii
• Publisher: World Scientific Publishing Company
• Publication Date: 2007
• Language: English
• ISBN 10: 9812706623
• ISBN 13: 9789812706621
• Binding: Hardcover
• Condition: As New

About this title

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.