| Stochastic Differential Equations: Theory and Applications - A Volume in Honor of Professor Boris L Rozovskii Contributor(s): Baxendale, Peter H. (Editor), Lototsky, Sergey V. (Editor) |
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ISBN: 9812706623 ISBN-13: 9789812706621 Publisher: World Scientific Publishing Company OUR PRICE: $171.95 Product Type: Hardcover Published: April 2007 |
| Additional Information |
| BISAC Categories: - Mathematics | Differential Equations - Partial - Mathematics | Applied - Mathematics | Mathematical Analysis |
| Dewey: 515.353 |
| LCCN: 2007300261 |
| Series: Interdisciplinary Mathematical Sciences |
| Physical Information: 1.04" H x 6.9" W x 9.99" (1.92 lbs) 420 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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. |