The Leading eBooks Store Online

for Kindle Fire, Apple, Android, Nook, Kobo, PC, Mac, Sony Reader ...

New to eBooks.com?

Learn more

Stochastic Differential Equations

Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii

Stochastic Differential Equations
Add to cart
US$ 236.00
(If any tax is payable it will be calculated and shown at checkout.)
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 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.

World Scientific Publishing Company; January 2007
416 pages; ISBN 9789812770639
Read online, or download in secure PDF format