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BORIS ROZOVSKY

Professor of Applied Mathematics
Phone: +1 401 863-9246


Ph.D. Physical and Mathematical Sciences
Moscow State (Lomonosov) University, 1972.
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RESEARCH INTERESTS

 

My main interests are in stochastic partial differential equations (SPDEs) and their applications. As its name suggests, SPDEs is an interdisciplinary area at the crossroads of stochastic processes and partial differential equations.  In recent years, my research has focused on the development of spectral methods, in particular, the Wiener Chaos expansions for SPDEs. Applications of  SPDEs to fluid dynamics in turbulent flows and nonlinear filtering (Hidden Markov Models) for spatial-temporal processes are the applications of SPDEs I am most interested in.

 

HONORS AND AWARDS


Vilnius University,  Doctor of Physical and Mathematical Sciences,  1984

Institute of Mathematical Statistics, Fellow, 1997

International Academy of Natural and Social Sciences, Peter-the-Great Medal, 1997

International Conference "Kolmogorov and Contemporary Mathematics”, Kolmogorov Medal, 2003

AFFILIATIONS

Applications of Mathematics. Stochastic Modeling and Applied Probability, Springer-Verlag (2001-present, Editor)

Annals of Probability (1997-2002, Associate Editor )

Electronic Journal of Probability (1995-2002, Associate Editor)

SIAM J. on Mathematical Analysis (2001-present, Associate Editor)

Stochastic Processes and their Applications (1996-1998, Associate Editor

American Mathematical Society

Institute of Mathematical Statistics

Society for Industrial and Applied Mathematics

 


WEB LINKS

Please visit Dr. Rozovsky's research profile