Stochastic Differential Equations: Theory and Applications, a Volume in Honor of Professor Boris L Rozovskii - Couverture rigide

Couverture rigide

ISBN 10 : 9812706623 ISBN 13 : 9789812706621

Editeur : World Scientific Publishing Co Pte Ltd, 2007

Synopsis

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.

Détails de l'édition

• Éditeur: World Scientific Publishing Co Pte Ltd
• Date d'édition: 2007
• Langue: anglais
• ISBN 10: 9812706623
• ISBN 13: 9789812706621
• Reliure: Relié
• Nombre de pages: 420
• Éditeur: Baxendale Peter H, Lototsky Sergey V
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible