Stochastic differential equations : theory and applications /

Other Authors: Baxendale, Peter H.
Format: Book
Language:English
Published: Singapore ; Hackensack, NJ : World Scientific, ©2007.
Series:Interdisciplinary mathematical sciences ; v. 2
Subjects:
Online Access:http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=203897
Table of Contents:
  • 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.