Baxendale P., Lototsky S. — Stochastic Differential Equations: Theory and Applications, a Volume in Honor of Professor Boris L Rozovskii (Interdisciplinary Mathematical Sciences)
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Название: Stochastic Differential Equations: Theory and Applications, a Volume in Honor of Professor Boris L Rozovskii (Interdisciplinary Mathematical Sciences)
Авторы: Baxendale P., Lototsky S.
Аннотация:
The first paper in the volume, Stochastic Evolution Equations by N. V. Krylov
and B. L. Rozovskii, was originally published in Russian in 1979 (Itogi Nauki i
Tekhniki, Seriya Sovremennye Problemy Matematiki, Vol, 14, pp. 71–146). The
English translation was first published in the Journal of Soviet Mathematics, Vol.
14, pp. 1233–1277, 1981,
c Plenum Publishing Co. We are very grateful to the
current copyright holder, Springer, for the permission to include the paper in the
volume. 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 attention of mathematicians of all generations, because, together with a
short but thorough introduction to SPDEs, it presents a number of optimal and
essentially non-improvable results about solvability for a large class of both linear
and non-linear equations.