Stochastic Differential Equations : Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii - Peter H Baxendale

Stochastic Differential Equations

Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii

By: Peter H Baxendale (Editor), Sergey V Lototsky (Editor)

Hardcover | 20 January 2007

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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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