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Stochastic Differential Equations : Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii.
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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore :
World Scientific,
2007.
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| Colección: | Interdisciplinary Mathematical Sciences, v. 2.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Preface; Boris Rozovskii; Publications of B.L. Rozovskii; Contents; 1. Stochastic Evolution Equations N.V. Krylov and B.L. Rozovskii; 2. Predictability of the Burgers Dynamics Under Model Uncertainty D. Bl omker and J. Duan; 3. Asymptotics for the Space-Time Wigner Transform with Applications to Imaging L. Borcea, G. Papanicolaou, and C. Tsogka; 4. The Korteweg-de Vries Equation with Multiplicative Homogeneous Noise A. de Bouard and A. Debussche; 5. On Stochastic Burgers Equation Driven by a Fractional Laplacian and Space-Time White Noise Z. Brze zniak and L. Debbi.