Stochastic Differential Equations

Know about the book -

Stochastic Differential Equations is written by Peter H. Baxendale and published by World Scientific. It's available with International Standard Book Number or ISBN identification 9812706623 (ISBN 10) and 9789812706621 (ISBN 13).

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 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.