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Stochastic Differential Equations

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

Stochastic Differential Equations by Peter H Baxendale
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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 9789814475426
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Title: Stochastic Differential Equations
Author: Peter H Baxendale; Sergey V Lototsky