Skip to content
You are not logged in |Login  
     
Limit search to available items
Record:   Prev Next
Resources
More Information
Bestseller
BestsellerE-book

Title Stochastic differential equations : theory and applications / editors, Peter H. Baxendale, Sergey V. Lototsky.

Publication Info. Singapore ; Hackensack, NJ : World Scientific, [2007]
©2007

Item Status

Description 1 online resource (xxii, 393 pages) : portrait.
Physical Medium polychrome
Description text file
Series Interdisciplinary mathematical sciences ; v. 2
Interdisciplinary mathematical sciences ; v. 2.
Note "A volume in honor of Professor Boris L. Rozovskii."
Bibliography Includes bibliographical references and indexes.
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.
Local Note eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject Rozovskiĭ, B. L. (Boris Lʹvovich)
Rozovskiĭ, B. L. (Boris Lʹvovich)
Rozovskiĭ, Boris Lʹvovich.
Stochastic differential equations.
Stochastic differential equations.
Genre/Form Electronic books.
Festschriften.
Festschriften.
Added Author Baxendale, Peter H.
Lototsky, Sergey V.
Other Form: Print version: Stochastic differential equations. Singapore ; Hackensack, NJ : World Scientific, ©2007 9812706623 9789812706621 (OCoLC)153579862
ISBN 9789812770639 (electronic book)
9812770631 (electronic book)
9812706623
9789812706621