Stochastic Differential Equations: Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii
eBook - PDF

Stochastic Differential Equations: Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii

A Volume in Honor of Professor Boris L Rozovskii

  1. 420 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Stochastic Differential Equations: Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii

A Volume in Honor of Professor Boris L Rozovskii

Book details
Table of contents
Citations

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Table of contents

  1. Contents
  2. Preface
  3. Boris Rozovskii
  4. Publications of B. L. Rozovskii
  5. 1. Stochastic Evolution Equations N. V. Krylov and B. L. Rozovskii
  6. 2. Predictability of the Burgers Dynamics Under Model Uncertainty D. Bl omker and J. Duan
  7. 3. Asymptotics for the Space-Time Wigner Transform with Applications to Imaging L. Borcea, G. Papanicolaou, and C. Tsogka
  8. 4. The Korteweg-de Vries Equation with Multiplicative Homogeneous Noise A. de Bouard and A. Debussche
  9. 5. On Stochastic Burgers Equation Driven by a Fractional Laplacian and Space-Time White Noise Z. Brze zniak and L. Debbi
  10. 6. Stochastic Control Methods for the Problem of Optimal Compensation of Executives A. Cadenillas, J. Cvitani c, and F. Zapatero
  11. 7. The Freidlin-Wentzell LDP with Rapidly Growing Coe cients P. Chigansky and R. Liptser
  12. 8. On the Convergence Rates of a General Class of Weak Approximations of SDEs D. Crisan and S. Ghazali
  13. 9. Flow Properties of Di erential Equations Driven by Fractional Brownian Motion L. Decreusefond and D. Nualart
  14. 10. Regularity of Transition Semigroups Associated to a 3D Stochastic Navier-Stokes Equation F. Flandoli and M. Romito
  15. 11. Rate of Convergence of Implicit Approximations for Stochastic Evolution Equations I. Gy ongy and A. Millet
  16. 12. Maximum Principle for SPDEs and Its Applications N. V. Krylov
  17. 13. On Delay Estimation and Testing for Di usion Type Processes Yu. A. Kutoyants
  18. 14. On Cauchy-Dirichlet Problem for Linear Integro-Di erential Equation in Weighted Sobolev Spaces R. Mikulevicius and H. Pragarauskas
  19. 15. Strict Solutions of Kolmogorov Equations in Hilbert Spaces and Applications G. Da Prato
  20. Author Index
  21. Subject Index