Stochastic Differential Equations: Theory And Applications: A Volume In Honor Of Professor Boris L Rozovskii
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| Title: | Stochastic Differential Equations: Theory And Applications: A Volume In Honor Of Professor Boris L Rozovskii |
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| Description: | 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. |
| Authors: | Peter H Baxendale, Sergey V Lototsky |
| Resource Type: | eBook. |
| Subjects: | Stochastic differential equations |
| Categories: | MATHEMATICS / Applied, MATHEMATICS / Number Systems, MATHEMATICS / Mathematical Analysis |
| Database: | eBook Collection (EBSCOhost) |
| Abstract: | 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. |
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| ISBN: | 9789812706621 9789812770639 |
