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  • Stochastic Differential Equationsby Peter H Baxendale; Sergey V Lototsky

    World Scientific Publishing Company 2007; US$ 131.95

    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... more...

  • Stochastic Partial Differential Equationsby Sergey V. Lototsky; Boris L. Rozovsky

    Springer International Publishing 2017; US$ 70.59

    Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing.... more...

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