STOCHASTIC DIFFERENTIAL EQUATIONS:THEORY AND APPLICATIONS - A VOLUME IN HONOR OF PROFESSOR BORIS L ROZOVSKII

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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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Yale University Library

Stochastic Evolution Equations (N V Krylov & B L Rozovskii); Predictability of the Burgers Dynamics Under Model Uncertainty (D Blömker & J Duan); Asymptotics for the Space-Time Wigner Transform with Applications to Imaging (L Borcea et al.); The Korteweg-de Vries Equation with Multiplicative Homogeneous Noise (A de Bouard & A Debussche); On Stochastic Burgers Equation Driven by a Fractional Laplacian and Space-Time White Noise (Z Brzeźniak & L Debbi); Stochastic Control Methods for the problem of Optimal Compensation of Executives (A Cadenillas et al.); The Freidlin–Wentzell LDP with Rapidly Growing Coefficients (P Chigansky & R Liptser); On the Convergence Rates of a General Class of Weak Approximations of SDEs (D Crisan & S Ghazali); Flow Properties of Differential Equations Driven by Fractional Brownian Motion (L Decreusefond & D Nualart); Regularity of Transition Semigroups Associated to a 3D Stochastic Navier–Stokes Equation (F Flandoli & M Romito); Rate of Convergence of Implicit Approximations for Stochastic Evolution Equations (I Gyöngy & A Millet); Maximum Principle for SPDEs and Its Applications (N V Krylov); On Delay Estimation and Testing for Diffusion Type Processes (Yu A Kutoyants); On Cauchy–Dirichlet Problem for Linear Integro-Differential Equation in Weighted Sobolev Spaces (R Mikulevicius & H Pragarauskas); Strict Solutions of Kolmogorov Equations in Hilbert Spaces and Applications (G Da Prato).

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STOCHASTIC DIFFERENTIAL EQUATIONS:THEORY AND APPLICATIONS - A VOLUME IN HONOR OF PROFESSOR BORIS L ROZOVSKII（INTERDISCIPLINARY MATHEMATICAL SCIENCES） 随记微分方程：理论与应用—献给鲍里斯•罗佐夫斯基教授 概率论

STOCHASTIC DIFFERENTIAL EQUATIONS:THEORY AND APPLICATIONS - A VOLUME IN HONOR OF PROFESSOR BORIS L ROZOVSKII（INTERDISCIPLINARY MATHEMATICAL SCIENCES）

随记微分方程：理论与应用—献给鲍里斯•罗佐夫斯基教授
概率论