Stochastic Differential Equations: Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii Hardback
Edited by Peter H (Univ Of Southern California, Usa) Baxendale, Sergey V (Univ Of Southern California, Usa) Lototsky
Part of the Interdisciplinary Mathematical Sciences series
Hardback
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.
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:420 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:20/04/2007
- Category:
- ISBN:9789812706621
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:420 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:20/04/2007
- Category:
- ISBN:9789812706621
