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Stochastic differential equations : theory and applications

Author: Peter H Baxendale; Sergey V Lototsky
Publisher: Singapore : World Scientific, 2007.
Series: Interdisciplinary mathematical sciences, v. 2.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Consists of 15 articles written by experts in stochastic analysis.

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Named Person: B L Rozovskiĭ; B L Rozovskiĭ
Document Type: Book
All Authors / Contributors: Peter H Baxendale; Sergey V Lototsky
ISBN: 9812706623 9789812706621
OCLC Number: 153579862
Notes: "A volume in honor of Professor Boris L. Rozovskii."
Description: xxii, 393 pages : portrait ; 26 cm.
Contents: Boris Rozovskii ix --
Publications of B.L. Rozovskii xi --
1 Stochastic Evolution Equations / N.V. Krylov, B.L. Rozovskii 1 --
2 Predictability of the Burgers Dynamics Under Model Uncertainty / D. Blomker, J. Duan 71 --
3 Asymptotics for the Space-Time Wigner Transform with Applications to Imaging / L. Borcea, G. Papanicolaou, C. Tsogka 91 --
4 The Korteweg-de Vries Equation with Multiplicative Homogeneous Noise / A. de Bouard, A. Debussche 113 --
5 On Stochastic Burgers Equation Driven by a Fractional Laplacian and Space-Time White Noise / Z. Brzezniak, L. Debbi 135 --
6 Stochastic Control Methods for the Problem of Optimal Compensation of Executives / A. Cadenillas, J. Cvitanic, F. Zapatero 169 --
7 The Freidlin-Wentzell LDP with Rapidly Growing Coefficients / P. Chigansky, R. Liptser 197 --
8 On the Convergence Rates of a General Class of Weak Approximations of SDEs / D. Crisan, S. Ghazali 221 --
9 Flow Properties of Differential Equations Driven by Fractional Brownian Motion / L. Decreusefond, D. Nualart 249 --
10 Regularity of Transition Semigroups Associated to a 3D Stochastic Navier-Stokes Equation / F. Flandoli, M. Romito 263 --
11 Rate of Convergence of Implicit Approximations for Stochastic Evolution Equations / I. Gyongy, A. Millet 281 --
12 Maximum Principle for SPDEs and Its Applications / N.V. Krylov 311 --
13 On Delay Estimation and Testing for Diffusion Type Processes / Yu. A. Kutoyants 339 --
14 On Cauchy-Dirichlet Problem for Linear Integro-Differential Equation in Weighted Sobolev Spaces / R. Mikulevicius, H. Pragarauskas 357 --
15 Strict Solutions of Kolmogorov Equations in Hilbert Spaces and Applications / G. Da Prato 375.
Series Title: Interdisciplinary mathematical sciences, v. 2.
Responsibility: editors Peter H. Baxendale, Sergey V. Lototsky.
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