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Title Stochastic differential equations : theory and applications / editors, Peter H. Baxendale, Sergey V. Lototsky
Published Singapore ; Hackensack, NJ : World Scientific, ©2007

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Description 1 online resource (xxii, 393 pages) : portrait
Series Interdisciplinary mathematical sciences ; v. 2
Interdisciplinary mathematical sciences ; v. 2.
Contents Preface; Boris Rozovskii; Publications of B.L. Rozovskii; Contents; 1. Stochastic Evolution Equations N.V. Krylov and B.L. Rozovskii; 2. Predictability of the Burgers Dynamics Under Model Uncertainty D. Bl omker and J. Duan; 3. Asymptotics for the Space-Time Wigner Transform with Applications to Imaging L. Borcea, G. Papanicolaou, and C. Tsogka; 4. The Korteweg-de Vries Equation with Multiplicative Homogeneous Noise A. de Bouard and A. Debussche; 5. On Stochastic Burgers Equation Driven by a Fractional Laplacian and Space-Time White Noise Z. Brze zniak and L. Debbi
Summary 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 clas
Notes "A volume in honor of Professor Boris L. Rozovskii."
Bibliography Includes bibliographical references and indexes
Notes English
Print version record
Subject Rozovskiĭ, B. L. (Boris Lʹvovich)
SUBJECT Rozovskiĭ, B. L. (Boris Lʹvovich) fast
Subject Stochastic differential equations.
MATHEMATICS -- Probability & Statistics -- General.
Stochastic differential equations
Genre/Form Festschriften
Festschriften.
Form Electronic book
Author Baxendale, Peter H.
Lototsky, Sergey V.
ISBN 9789812770639
9812770631
1281121800
9781281121806
9786611121808
6611121803