STOCHASTIC DIFFERENTIAL EQUATIONS<br> THEORY AND APPLICATIONS - A Volume in Honor of Professor Boris L. Rozovskii

STOCHASTIC DIFFERENTIAL EQUATIONS
THEORY AND APPLICATIONS - A Volume in Honor of Professor Boris L. Rozovskii

CONTENTS


FRONT MATTER	i
Stochastic Evolution Equations Nicolai V. Krylov and Boris L. Rozovskii	1
Predictability of the Burgers Dynamics Under Model Uncertainty Dirk Blömker and Jinqiao Duan	71
Asymptotics for the Space-Time Wigner Transform with Applications to Imaging Liliana Borcea, George Papanicolaou and Chrysoula Tsogka	91
The Korteweg-de Vries Equation with Multiplicative Homogeneous Noise Anne de Bouard and Arnaud Debussche	113
On Stochastic Burgers Equation Driven by a Fractional Laplacian and Space-Time White Noise Zdzisław Brzeźniak and Latifa Debbi	135
Stochastic Control Methods for the Problem of Optimal Compensation of Executives Abel Cadenillas, Jaksa Cvitanić and Fernando Zapatero	169
The Freidlin-Wentzell LDP with Rapidly Growing Coeffcients Pavel Chigansky and Robert Liptser	197
On the Convergence Rates of a General Class of Weak Approximations of SDEs Dan Crisan and Saadia Ghazali	221
Flow Properties of Differential Equations Driven by Fractional Brownian Motion Laurent Decreusefond and David Nualart	249
Regularity of Transition Semigroups Associated to a 3D Stochastic Navier-Stokes Equation Franco Flandoli and Marco Romito	263
Rate of Convergence of Implicit Approximations for Stochastic Evolution Equations István Gyöngy and Annie Millet	281
Maximum Principle for SPDEs and Its Applications Nicolai V. Krylov	311
On Delay Estimation and Testing for Diffusion Type Processes Yury A. Kutoyants	339
On Cauchy-Dirichlet Problem for Linear Integro-Differential Equation in Weighted Sobolev Spaces Remigijus Mikulevicius and Henrikas Pragarauskas	357
Strict Solutions of Kolmogorov Equations in Hilbert Spaces and Applications Giuseppe Da Prato	375
BACK MATTER	391
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