| Description |
1 online resource (416 pages) |
| 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 |
| Bibliography |
Includes bibliographical references and indexes |
| Notes |
Print version record |
| Subject |
Rozovskii, B.L
|
|
Stochastic differential equations.
|
|
Stochastic differential equations
|
| Form |
Electronic book
|
| Author |
Lototsky, Sergey V
|
| ISBN |
9789812770639 |
|
9812770631 |
|
