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Boris Rozovsky

Ford Foundation Professor of Applied Mathematics
Room 216, 182 George Street
Phone: +1 401 863-9246


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


APMA 2630, Syllabus




My main interests are in stochastic partial differential equations (SPDEs) and their applications. As its name suggests, SPDEs are 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 in which I am most interested. 



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


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