Stochastic Differential Equations

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

By: Peter H Baxendale (Editor), Sergey V Lototsky (Editor)

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Hardcover | 20 April 2007

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420 Pages

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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.

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Non-Fiction Mathematics Calculus & Mathematical Analysis Differential Calculus & Equations Applied Mathematics Stochastics Science Science in General Booktopia Publisher Services World Scientific Publishing

Preface	p. vii
Boris Rozovskii	p. ix
Publications of B. L. Rozovskii	p. xi
Stochastic Evolution Equations	p. 1
Predictability of the Burgers Dynamics Under Model Uncertainty	p. 71
Asymptotics for the Space-Time Wigner Transform with Applications to Imaging	p. 91
The Korteweg-de Vries Equation with Multiplicative Homogeneous Noise	p. 113
On Stochastic Burgers Equation Driven by a Fractional Laplacian and Space-Time White Noise	p. 135
Stochastic Control Methods for the Problem of Optimal Compensation of Executives	p. 169
The Freidlin-Wentzell LDP with Rapidly Growing Coefficients	p. 197
On the Convergence Rates of a General Class of Weak Approximations of SDEs	p. 221
Flow Properties of Differential Equations Driven by Fractional Brownian Motion	p. 249
Regularity of Transition Semigroups Associated to a 3D Stochastic Navier-Stokes Equation	p. 263
Rate of Convergence of Implicit Approximations for Stochastic Evolution Equations	p. 281
Maximum Principle for SPDEs and Its Applications	p. 311
On Delay Estimation and Testing for Diffusion Type Processes	p. 339
On Cauchy-Dirichlet Problem for Linear Integro-Differential Equation in Weighted Sobolev Spaces	p. 357
Strict Solutions of Kolmogorov Equations in Hilbert Spaces and Applications	p. 375
Author Index	p. 391
Subject Index	p. 393
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Stochastic Differential Equations

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

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Hardcover

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