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Boris Rozovskii - Publications

Affiliations: 
University of Southern California, Los Angeles, CA, United States 
Area:
Mathematics
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38 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2015 Zhang Z, Tretyakov MV, Rozovskii B, Karniadakis GE. Wiener chaos versus stochastic collocation methods for linear advection-diffusion-reaction equations with multiplicative white noise Siam Journal On Numerical Analysis. 53: 153-183. DOI: 10.1137/130932156  0.457
2015 Zhang Z, Rozovskii B, Karniadakis GE. Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise Numerische Mathematik. DOI: 10.1007/S00211-015-0768-8  0.406
2014 Zhang Z, Tretyakov MV, Rozovskii B, Karniadakis GE. A Recursive Sparse Grid Collocation Method for Differential Equations with White Noise Siam Journal On Scientific Computing. 36: A1652-A1677. DOI: 10.1137/130938906  0.472
2013 Venturi D, Wan X, Mikulevicius R, Rozovskii BL, Karniadakis GE. Wick-Malliavin approximation to nonlinear stochastic partial differential equations: Analysis and simulations Proceedings of the Royal Society a: Mathematical, Physical and Engineering Sciences. 469. DOI: 10.1098/Rspa.2013.0001  0.439
2013 Lee CY, Rozovskii B. On the Stochastic Navier-Stokes Equation Driven by Stationary White Noise Springer Proceedings in Mathematics and Statistics. 34: 219-249. DOI: 10.1007/978-1-4614-5906-4_10  0.421
2012 Zhang Z, Rozovskii B, Tretyakov MV, Karniadakis GE. A multistage wiener chaos expansion method for stochastic advection-diffusion-reaction equations Siam Journal On Scientific Computing. 34. DOI: 10.1137/110849572  0.45
2012 Lototsky SV, Rozovskii BL, Seleši D. On generalized Malliavin calculus Stochastic Processes and Their Applications. 122: 808-843. DOI: 10.1016/j.spa.2011.11.003  0.309
2012 Mikulevicius R, Rozovskii BL. On unbiased stochastic Navier-Stokes equations Probability Theory and Related Fields. 154: 787-834. DOI: 10.1007/s00440-011-0384-1  0.389
2011 Park JH, Rozovskii B, Sowers RB. Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system Lms Journal of Computation and Mathematics. 14: 254-270. DOI: 10.1112/S146115701000029X  0.34
2010 Lototsky SV, Rozovskii BL. A unified approach to stochastic evolution equations using the skorokhod integral Theory of Probability and Its Applications. 54: 189-202. DOI: 10.4213/TVP2703  0.388
2010 Lee CY, Rozovskii B. A stochastic finite element method for stochastic parabolic equations driven by purely spatial noise Communications On Stochastic Analysis. 4. DOI: 10.31390/COSA.4.2.09  0.329
2010 Lototsky SV, Rozovskii BL, Wan X. Elliptic equations of higher stochastic order Esaim: Mathematical Modelling and Numerical Analysis. 44: 1135-1153. DOI: 10.1051/M2An/2010055  0.413
2009 Wan X, Rozovskii B, Karniadakis GE. A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus. Proceedings of the National Academy of Sciences of the United States of America. 106: 14189-94. PMID 19666498 DOI: 10.1073/Pnas.0902348106  0.436
2009 Lototsky SV, Rozovskii BL. Stochastic partial differential equations driven by purely spatial noise Siam Journal On Mathematical Analysis. 41: 1295-1322. DOI: 10.1137/070698440  0.372
2006 Cvitanic J, Rozovskii B, Zaliapin I. Numerical estimation of volatility values from discretely observed diffusion data Journal of Computational Finance. 9: 1-36. DOI: 10.21314/Jcf.2006.149  0.346
2006 Lototsky SV, Rozovskii BL. Wiener chaos solutions of linear stochastic evolution equations Annals of Probability. 34: 638-662. DOI: 10.1214/009117905000000738  0.378
2006 Da Prato G, Röckner M, Rozovskii BL, Wang FY. Strong solutions of stochastic generalized porous media equations: Existence, uniqueness, and ergodicity Communications in Partial Differential Equations. 31: 277-291. DOI: 10.1080/03605300500357998  0.369
2006 Hou TY, Luo W, Rozovskii B, Zhou HM. Wiener Chaos expansions and numerical solutions of randomly forced equations of fluid mechanics Journal of Computational Physics. 216: 687-706. DOI: 10.1016/J.Jcp.2006.01.008  0.458
2005 Mikulevicius R, Rozovskii BL. Global L 2-solutions of stochastic Navier-Stokes equations Annals of Probability. 33: 137-176. DOI: 10.1214/009117904000000630  0.338
2004 Lototskii SV, Rozovskii BL. Passive scalar equation in a turbulent incompressible Gaussian velocity field Russian Mathematical Surveys. 59: 297-312. DOI: 10.1070/RM2004v059n02ABEH000719  0.306
2001 Mikulevicius R, Rozovskii B. A Note on Krylov's $L_p$-Theory for Systems of SPDEs Electronic Journal of Probability. 6: 1-35. DOI: 10.1214/Ejp.V6-85  0.304
2000 Ito K, Rozovskii B. Approximation of the Kushner Equation for Nonlinear Filtering Siam Journal On Control and Optimization. 38: 893-915. DOI: 10.1137/S0363012998344270  0.43
2000 Cvitanić J, Liptser R, Rozovskii B. Tracking volatility Proceedings of the Ieee Conference On Decision and Control. 2: 1189-1193.  0.327
2000 Ito K, Rozovskii B. Approximation of the Kushner equation for nonlinear filtering Siam Journal On Control and Optimization. 38: 893-915.  0.38
1999 Mikulevicius R, Rozovskii B. Fourier-Hermite expansions for nonlinear filtering Theory of Probability and Its Applications. 44: 606-612. DOI: 10.4213/TVP813  0.318
1998 Mikulevicius R, Rozovskii B. Linear parabolic stochastic PDEs and Wiener chaos Siam Journal On Mathematical Analysis. 29: 452-480. DOI: 10.1137/S0036141096299065  0.435
1998 Lototsky SV, Rozovskii BL. Recursive nonlinear filter for a continuous discrete-time model: Separation of parameters and observations Ieee Transactions On Automatic Control. 43: 1154-1158. DOI: 10.1109/9.704992  0.335
1997 Nualart D, Rozovskii B. Weighted stochastic sobolev spaces and bilinear SPDEs driven by space-time white noise Journal of Functional Analysis. 149: 200-225. DOI: 10.1006/Jfan.1996.3091  0.439
1986 Krylov NV, Rozovskii BL. Characteristics of degenerating second-order parabolic Ito equations Journal of Soviet Mathematics. 32: 336-348. DOI: 10.1007/Bf01095048  0.3
1986 Anulova SV, Rozovskii BL. Lectures on topics in stochastic differential equations Acta Applicandae Mathematicae. 5: 87-95. DOI: 10.1007/BF00049171  0.324
1984 Rozovskii BL. Filtering, Smoothing and Prediction of Degenerate Diffusion Processes. Backward Equations Theory of Probability & Its Applications. 28: 762-774. DOI: 10.1137/1128074  0.315
1982 Krylov NV, Rozovskii BL. Stochastic partial differential equations and diffusion processes Russian Mathematical Surveys. 37: 81-105. DOI: 10.1070/RM1982v037n06ABEH004022  0.339
1981 Krylov NV, Rozovskii BL. Stochastic evolution equations Journal of Soviet Mathematics. 16: 1233-1277. DOI: 10.1007/BF01084893  0.329
1981 Rozovskii BL, Shimizu A. Smoothness of solutions of stochastic evolution equations and the existence of a filtering transition density Nagoya Mathematical Journal. 84: 195-208.  0.33
1978 Margulis LG, Rozovskii BL. FUNDAMENTAL SOLUTIONS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS AND FILTRATIONS OF DIFFUSION PROCESSES Russian Mathematical Surveys. 33: 237-238. DOI: 10.1070/RM1978V033N02ABEH002420  0.367
1978 Krylov NV, Rozovskiĭ BL. On conditional distributions of diffusion processes Mathematics of the Ussr - Izvestija. 12: 336-356. DOI: 10.1070/Im1978V012N02Abeh001857  0.355
1975 Rozovskiĭ BL. ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS Mathematics of the Ussr-Sbornik. 25: 295-322. DOI: 10.1070/SM1975V025N02ABEH002210  0.327
1973 Rozovskii BL, Shiryaev AN. On Infinite Order Systems of Stochastic Differential Equations Arising in the Theory of Optimal Non-Linear Filtering Theory of Probability and Its Applications. 17: 218. DOI: 10.1137/1117027  0.329
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