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Boris L. Rozovskii · Study
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Author
Boris L. Rozovskii
15 works
· latest 2013
· 3 institutions
cluster: provisional
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15
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15
Citations
1,021
Works here
15
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Most cited in this library
Wiener Chaos expansions and numerical solutions of randomly forced equations of fluid mechanics
2006 · 194 citations
Detection of intrusions in information systems by sequential change-point methods
2005 · 188 citations
On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
1995 · 97 citations
Martingale problems for stochastic PDE’s
1999 · 86 citations
Normalized stochastic integrals in topological vector spaces
1998 · 72 citations
Works
15 shown
Wick–Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
·
2013
·
4 authors
22
citations
A Multistage Wiener Chaos Expansion Method for Stochastic Advection-Diffusion-Reaction Equations
SIAM Journal on Scientific Computing
·
2012
·
4 authors
15
citations
Elliptic equations of higher stochastic order
ESAIM Mathematical Modelling and Numerical Analysis
·
2010
·
3 authors
·
Open access
17
citations
A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus
Proceedings of the National Academy of Sciences
·
2009
·
3 authors
·
Open access
34
citations
Wiener chaos solutions of linear stochastic evolution equations
The Annals of Probability
·
2006
·
2 authors
·
Open access
50
citations
Wiener Chaos expansions and numerical solutions of randomly forced equations of fluid mechanics
Journal of Computational Physics
·
2006
·
4 authors
194
citations
Stochastic Differential Equations: A Wiener Chaos Approach
Springer eBooks
·
2006
·
2 authors
·
chapter
·
Open access
58
citations
Detection of intrusions in information systems by sequential change-point methods
Statistical Methodology
·
2005
·
4 authors
188
citations
Stochastic Partial Differential Equations: Six Perspectives
Journal of the American Statistical Association
·
2000
·
3 authors
·
other
49
citations
Martingale problems for stochastic PDE’s
Mathematical surveys and monographs
·
1999
·
2 authors
·
chapter
86
citations
Normalized stochastic integrals in topological vector spaces
Lecture notes in mathematics
·
1998
·
2 authors
·
chapter
72
citations
Linear Parabolic Stochastic PDE and Wiener Chaos
SIAM Journal on Mathematical Analysis
·
1998
·
2 authors
42
citations
Weighted Stochastic Sobolev Spaces and Bilinear SPDEs Driven by Space–Time White Noise
Journal of Functional Analysis
·
1997
·
2 authors
·
Open access
49
citations
On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
Probability Theory and Related Fields
·
1995
·
2 authors
·
Open access
97
citations
A filtering approach to tracking volatility from prices observed at random times
RePEc: Research Papers in Economics
·
2 authors
·
preprint
48
citations