TY - BOOK ID - 77943616 TI - Stochastic differential equations : theory and applications AU - Baxendale, Peter H. AU - Lototsky, Sergey V. PY - 2007 VL - v. 2 SN - 1281121800 9786611121808 9812770631 9789812770639 9812706623 9789812706621 9781281121806 6611121803 PB - Singapore World Scientific DB - UniCat KW - Stochastic differential equations. KW - Differential equations KW - Fokker-Planck equation KW - Rozovskiĭ, B. L. KW - Rozovskiĭ, Boris Lʹvovich KW - Rozovskii, Boris KW - Stochastic processes KW - Rozovskii, B. L. UR - https://www.unicat.be/uniCat?func=search&query=sysid:77943616 AB - 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 clas ER -