معادلات دیفرانسیل تصادفی ۲۰۰۷
Stochastic Differential Equations 2007

1. Contents

2. Preface

3. Boris Rozovskii

4. Publications of B. L. Rozovskii

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

6. Stochastic Control Methods for the Problem of Optimal Compensation of Executives A. Cadenillas, J. Cvitani c, and F. Zapatero

7. The Freidlin-Wentzell LDP with Rapidly Growing Coe cients P. Chigansky and R. Liptser

8. On the Convergence Rates of a General Class of Weak Approximations of SDEs D. Crisan and S. Ghazali

9. Flow Properties of Di erential Equations Driven by Fractional Brownian Motion L. Decreusefond and D. Nualart

10. Regularity of Transition Semigroups Associated to a 3D Stochastic Navier-Stokes Equation F. Flandoli and M. Romito

11. Rate of Convergence of Implicit Approximations for Stochastic Evolution Equations I. Gy ongy and A. Millet

12. Maximum Principle for SPDEs and Its Applications N. V. Krylov

13. On Delay Estimation and Testing for Di usion Type Processes Yu. A. Kutoyants

14. On Cauchy-Dirichlet Problem for Linear Integro-Di erential Equation in Weighted Sobolev Spaces R. Mikulevicius and H. Pragarauskas

15. Strict Solutions of Kolmogorov Equations in Hilbert Spaces and Applications G. Da Prato

20. Author Index

21. Subject Index