Stochastic differential equations : theory and applications /

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Bibliographic Details
Imprint:Singapore ; Hackensack, NJ : World Scientific, ©2007.
Description:1 online resource (xxii, 393 pages) : portrait.
Language:English
Series:Interdisciplinary mathematical sciences ; v. 2
Interdisciplinary mathematical sciences ; v. 2.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11155266
Hidden Bibliographic Details
Other authors / contributors:Baxendale, Peter H.
Lototsky, Sergey V.
ISBN:9789812770639
9812770631
9812706623
9789812706621
1281121800
9781281121806
9786611121808
6611121803
Digital file characteristics:data file
Notes:"A volume in honor of Professor Boris L. Rozovskii."
Includes bibliographical references and indexes.
English.
Print version record.
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.
Other form:Print version: Stochastic differential equations. Singapore ; Hackensack, NJ : World Scientific, ©2007 9812706623 9789812706621