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1、StochasticDifferentialEquations:TheoryandAppllicationsINTERDISCIPLINARYMATHEMATICALSCIENCESSeriesEditor:JinqiaoDuan(IllinoisInst.ofTech.,USA)EditorialBoard:LudwigArnold,RobertoCamassa,PeterConstantin,CharlesDoering,PaulFischer,AndreiV.Fursikov,FredR.McMorris
2、,DanielSchertzer,BjornSchmalfuss,XiangdongYe,andJerzyZabczykPublishedVol.1:GlobalAttractorsofNonautonomousDissipativeDynamicalSystemsDavidN.ChebanVol.2:StochasticDifferentialEquations:TheoryandApplicationsAVolumeinHonorofProfessorBorisL.Rozovskiieds.PeterH.B
3、axendale&SergeyV.LototskyVol.3:AmplitudeEquationsforStochasticPartialDifferentialEquationsDirkBl?mkerVol.4:MathematicalTheoryofAdaptiveControlVladimirG.SragovichVol.5:TheHilbert–HuangTransformandItsApplicationsNordenE.Huang&SamuelS.P.ShenVol.6:MeshfreeApprox
4、imationMethodswithMATLABGregoryE.FasshauerEH-StochasticDiffEqns.pmd23/26/2007,9:59AMInterdiscliplinaryMathematicalSciences-Vol.2AVolumeinHonorofProfessorBorisL.RozovskiiStochasticDifferentialEquations:TheoryandApplicationsEditorsPeterH.BaxendaleSergeyV.Lotot
5、skyUniversityofSouthernCalifornia,USAWorldScientificNEWJERSEY.LONDON.SINGAPORE.BEIJING.SHANGHAI.HONGKONG.TAIPEI.CHENNAIPublishedbyWorldScientificPublishingCo.Pte.Ltd.5TohTuckLink,Singapore596224USAoffice:27WarrenStreet,Suite401-402,Hackensack,NJ07601UKoffice
6、:57SheltonStreet,CoventGarden,LondonWC2H9HEBritishLibraryCataloguing-in-PublicationDataAcataloguerecordforthisbookisavailablefromtheBritishLibrary.InterdisciplinaryMathematicalSciences—Vol.2STOCHASTICDIFFERENTIALEQUATIONS:THEORYANDAPPLICATIONSAVolumeinHonoro
7、fProfessorBorisL.RozovskiiCopyright?2007byWorldScientificPublishingCo.Pte.Ltd.Allrightsreserved.Thisbook,orpartsthereof,maynotbereproducedinanyformorbyanymeans,electronicormechanical,includingphotocopying,recordingoranyinformationstorageandretrievalsystemnow
8、knownortobeinvented,withoutwrittenpermissionfromthePublisher.Forphotocopyingofmaterialinthisvolume,pleasepayacopyingfeethroughtheCopyrightClearanceCenter,Inc.,222RosewoodDrive,Danvers,MA01923,US
