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Stochastic Differential Equations : Theory and Applications, a Volume in Hono...
- Item No : 365635436250
- Condition : Like New
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- Seller : greatbookprices1
- Current Bid : US $180.20
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* Item Description
- Stochastic Differential Equations : Theory and Applications, a Volume in Honor of Professor Boris L Rozovskii, Hardcover by Baxendale, Peter H. (EDT); Lototsky, Sergey V. (EDT), ISBN 9812706623, ISBN-13 9789812706621, Like New Used, Free shipping in the US
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 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.
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