Stochastic Differential Equations: Theory and Applications, a Volume in Honor of Professor Boris L Rozovskii by Peter H. Baxendale
World Scientific Publishing Company | April 19, 2007 | English | ISBN: 9812706623 | 416 pages | PDF | 3 MB
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.