Non Linear Partial Differential Equations Mathematical Physics And Stochastic Analysis

Non-linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis

Stochastic Evolution Systems

Covering the general theory of linear stochastic evolution systems with unbounded drift and diffusion operators, this book sureys Ito's second-order parabolic equations and explores filtering problems for processes whose trajectories can be described by them.

Differential Equations, Mathematical Physics, and Applications: Selim Grigorievich Krein Centennial

This is the second of two volumes dedicated to the centennial of the distinguished mathematician Selim Grigorievich Krein. The companion volume is Contemporary Mathematics, Volume 733. Krein was a major contributor to functional analysis, operator theory, partial differential equations, fluid dynamics, and other areas, and the author of several influential monographs in these areas. He was a prolific teacher, graduating 83 Ph.D. students. Krein also created and ran, for many years, the annual Voronezh Winter Mathematical Schools, which significantly influenced mathematical life in the former Soviet Union. The articles contained in this volume are written by prominent mathematicians, former students and colleagues of Selim Krein, as well as lecturers and participants of Voronezh Winter Schools. They are devoted to a variety of contemporary problems in ordinary and partial differential equations, fluid dynamics, and various applications.