Titolo: STOCHASTIC DIFFERENTIAL EQUATIONS: THEORY AND APPLICATIONS - A VOLUME IN HONOR OF PROFESSOR BORIS L ROZOVSKII (Interdisciplinary Mathematical Sciences)
Editore: World Scientific Publishing Comp
Data di pubblicazione: 2007
Lingua: Inglese
ISBN 10: 9812706623
ISBN 13: 9789812706621
Rilegatura: hardcover
Condizione: Very Good

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Riassunto

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 Rozovskiis 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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