Stochastic Differential Equations: Theory and Applications, a Volume in Honor of Professor Boris L Rozovskii (Interdisciplinary Mathematical Sciences, Band 2) - Hardcover

Hardcover

ISBN 10: 9812706623 ISBN 13: 9789812706621

Verlag: World Scientific Publishing Co Pte Ltd, 2007

Inhaltsangabe

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 Rozovskiis 60th birthday. They tackle a wide range of topics in the theory and applications of stochastic differential equations, both ordinary and with partial derivatives.

Details zur Ausgabe

• Verlag: World Scientific Publishing Co Pte Ltd
• Erscheinungsdatum: 2007
• Sprache: Englisch
• ISBN 10: 9812706623
• ISBN 13: 9789812706621
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 393
• Herausgeber: Baxendale Peter H., Lototsky Sergey V.
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Mare Nostrum Group B.V.; gpsr@mare-nostrum.co.uk; ; Doelen 72; Breda; 4831 GR; Niederlande