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

 
9789812706621: Stochastic Differential Equations: Theory and Applications, a Volume in Honor of Professor Boris L Rozovskii
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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

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