Boris Rozovsky

Q: What Schools Are Affiliated With Boris Rozovsky

Boris Rozovsky is affiliated with the following schools: Moscow State University, Brown University, Moscow State University, University of South Carolina, University of Southern California

Boris Rozovsky's AcademicInfluence.com Rankings

Boris Rozovsky

Mathematics

#4065

World Rank

#5855

Historical Rank

#1434

USA Rank

Measure Theory

#2940

World Rank

#3491

Historical Rank

#851

USA Rank

mathematics Degrees

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Mathematics

Boris Rozovsky's Degrees

PhD Mathematics Moscow State University

Why Is Boris Rozovsky Influential?

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According to Wikipedia, Boris Rozovsky is Ford Foundation Professor of Applied Mathematics at Brown University. His research is in stochastic analysis, particularly the study of stochastic partial differential equations. Rozovsky started his studies in art school, but switched to mathematics; he earned a master's degree in 1968 and a Ph.D. in 1973 from Moscow State University. He moved to the U.S. in 1988; after teaching for fourteen years at the University of Southern California, he joined the Brown University faculty in 2006.

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Boris Rozovsky's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Stochastic Evolution Systems (1990) (448)
Stochastic evolution equations (1981) (448)
A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods (2006) (283)
Stochastic Partial Differential Equations: Six Perspectives (1998) (280)
Stochastic Navier-Stokes Equations for Turbulent Flows (2004) (279)
Wiener Chaos expansions and numerical solutions of randomly forced equations of fluid mechanics (2006) (225)
Detection of intrusions in information systems by sequential change-point methods (2006) (204)
Global L2-solutions of stochastic Navier–Stokes equations (2005) (192)
A novel approach to detection of \denial{of{service" attacks via adaptive sequential and batch{sequential change{point detection methods (2001) (162)
Nonlinear Filtering Revisited: A Spectral Approach (1997) (149)
ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (1977) (146)
Martingale problems for stochastic PDE’s (1999) (101)
Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness, and Ergodicity (2005) (93)
On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's (1995) (86)
The Oxford Handbook of Nonlinear Filtering (2011) (84)
Stochastic partial differential equations and diffusion processes (1982) (73)
Estimates of turbulence parameters from Lagrangian data using a stochastic particle model (1995) (71)
ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES (1978) (70)
A filtering approach to tracking volatility from prices observed at random times (2005) (69)
Stochastic Differential Equations: A Wiener Chaos Approach (2005) (67)
Normalized stochastic integrals in topological vector spaces (1998) (65)
Stochastic Modelling in Physical Oceanography (1996) (62)
Wiener chaos solutions of linear stochastic evolution equations (2005) (56)
Linear parabolic stochastic PDEs and Wiener chaos (1998) (55)
Weighted Stochastic Sobolev Spaces and Bilinear SPDEs Driven by Space–Time White Noise (1997) (54)
The “Disorder” Problem for a Poisson Process (1971) (54)
Characteristics of degenerating second-order parabolic Ito equations (1986) (50)
Global L 2-solutions of Stochastic Navier-Stokes Equations (2008) (48)
A Note on Krylov's $L_p$-Theory for Systems of SPDEs (2001) (48)
Two Examples of Parameter Estimation for Stochastic Partial Differential Equations (1993) (43)
Stochastic Partial Differential Equations Driven by Purely Spatial Noise (2009) (37)
A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus (2009) (36)
Approximation of the Kushner Equation for Nonlinear Filtering (2000) (34)
Optimal nonlinear filtering for track-before-detect in IR image sequences (1999) (33)
Stochastic Partial Differential Equations and Their Applications (1992) (33)
Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations (1998) (32)
On the first integrals and liouville equations for diffusion processes (1981) (31)
Absolute Continuity (2007) (30)
On Equations of Stochastic Fluid Mechanics (2001) (30)
A Simple Proof of Uniqueness for Kushner and Zakai Equations (1991) (28)
ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (1975) (26)
Passive scalar equation in a turbulent incompressible Gaussian velocity field (2004) (24)
Wick–Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations (2013) (23)
Separation of observations and parameters in nonlinear filtering (1993) (23)
A Nonparametric Multichart CUSUM Test for Rapid Intrusion Detection (2007) (23)
Stochastic Navier-Stokes Equations. Propagation of Chaos and Statistical Moments (2001) (20)
Kinematic dynamo and intermittence in a turbulent flow (1993) (20)
Elliptic equations of higher stochastic order (2010) (19)
A Multistage Wiener Chaos Expansion Method for Stochastic Advection-Diffusion-Reaction Equations (2012) (19)
Maximum likelihood estimators in the equations of physical oceanography (1996) (17)
Uniqueness and absolute continuity of weak solutions for parabolic SPDE's (1994) (17)
Wiener Chaos Versus Stochastic Collocation Methods for Linear Advection-Diffusion-Reaction Equations with Multiplicative White Noise (2015) (16)
Stochastic Differential Equations Driven by Purely Spatial Noise (2005) (16)
Numerical estimation of volatility values from discretely observed diffusion data (2006) (16)
Asymptotic Properties of an Approximate Maximum Likelihood Estimator for Stochastic PDE's (2001) (16)
Smoothness of solutions of stochastic evolution equations and the existence of a filtering transition density (1981) (16)
Fourier--Hermite Expansions for Nonlinear Filtering (2000) (16)
Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise (2016) (14)
A Unified Approach to Stochastic Evolution Equations Using the Skorokhod Integral (2007) (13)
On generalized Malliavin calculus (2012) (13)
A Recursive Sparse Grid Collocation Method for Differential Equations with White Noise (2013) (12)
Interactive banks of Bayesian matched filters (2000) (11)
Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system (2011) (11)
A diffusion model of roundtrip time (2004) (11)
On Infinite Order Systems of Stochastic Differential Equations Arising in the Theory of Optimal Non-Linear Filtering (1973) (10)
Optimal Stopping Rules (1978) (9)
Report on Statistics and Physical Oceanography (1994) (9)
Fast nonlinear filter for continuous-discrete time multiple models (1996) (9)
On Conditional Distributions of Degenerate Diffusion Processes (1980) (8)
On distribution free Skorokhod–Malliavin calculus (2014) (8)
Proceedings of Steklov Mathematical Institute Seminar; Statistics and Control of Stochastic Processes: The Liptser Festschrift (1997) (8)
The Wick-Malliavin Approximation of Elliptic Problems with Log-Normal Random Coefficients (2013) (8)
On Martingale Problem Solutions for Stochastic Navier-Stokes Equation (2002) (8)
Optimal Stopping of Markov Processes (1978) (7)
Numerical solutions of stochastic PDEs driven by arbitrary type of noise (2018) (6)
On asymptotic problems of parameter estimation in stochastic PDE's: the case of discrete time sampli (1997) (5)
Nonlinear filtering revisited: a spectral approach. II (1996) (5)
Linear Stochastic Evolution Systems in Hilbert Spaces (1990) (5)
Stochastic Parabolic Equations of Full Second Order (2007) (4)
A Note on Generalized Malliavin Calculus (2010) (4)
Efficient Nonlinear Filtering Methods for Detection of Dim Targets by Passive Systems (2003) (4)
Fourier - Hermite expansions for nonlinear filtering@@@Fourier - Hermite expansions for nonlinear filtering (1999) (3)
Tracking volatility (stock markets) (2000) (3)
STATE ESTIMATION IN HIDDEN MARKOV MODELS WITH DISTRIBUTED OBSERVATION (1999) (3)
Communications of the Moscow Mathematical Society: Fundamental Solutions of Stochastic Partial Differential Equations and Filtrations of Diffusion Processes (1978) (3)
Recursive Multiple Wiener Integral Expansion for Nonlinear Filtering of Diffusion Processes (2020) (2)
New adaptive batch and sequential methods for rapid detection of network traffic changes with emphasis on detection of “Denial–of–Service” attacks (2001) (2)
Models and Techniques for Network Tomography (2001) (2)
An Adaptive Bayesian Approach to Fusion of Imaging and Kinematic Data (2000) (2)
Nonlinear Filtering Stochastic Analysis and Numerical Methods. (1998) (2)
Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise (2015) (2)
Random Fields Governed by Stochastic Partial Differential Equations and Their Applications to Oceanography (1998) (2)
Randomization of Forcing in Large Systems of PDEs for Improvement of Energy Estimates (2010) (1)
Time Evolution of a Passive Scalar in a Turbulent Incompressible Gaussian Velocity Field (2003) (1)
A STOCHASTIC FINITE ELEMENT METHOD FOR STOCHASTIC PARABOLIC EQUATIONS DRIVEN BY PURELY SPATIAL NOISE (2010) (1)
Wiener chaos vs stochastic collocation methods for linear advection-diffusion equations with multiplicative white noise (2015) (1)
Bilinear Stochastic Elliptic Equations (2012) (1)
Filtering, Smoothing and Prediction of Degenerate Diffusion Processes. Backward Equations (1984) (1)
A unified approach to stochastic evolution equations using the Skorokhod integral@@@A unified approach to stochastic evolution equations using the Skorokhod integral (2009) (1)
Linear Parabolic Stochastic PDE ' s and Wiener (2007) (1)
On the Stochastic Navier–Stokes Equation Driven by Stationary White Noise (2013) (1)
On quantized stochastic Navier-Stokes equations (2010) (1)
Weighted Stochastic Sobolev Spaces and Bilinear Spde's Driven by Space-time White Noise Proposed Running Head: Weighted Stochastic Sobolev Spaces (2007) (1)
and simulations stochastic partial differential equations: analysis Malliavin approximation to nonlinear - Wick (2013) (1)
Stochastic Integration in a Hilbert Space (1990) (1)
Stochastic partial differential equations and their applications : proceedings of IFIP WG 7/1 International Conference, University of North Carolina at Charlotte, NC, June 6-8, 1991 (1992) (1)
Normalized Stochastic Integrals in Topological Vector SpacesR (1998) (0)
Some Applications to Problems of Mathematical Statistics (1978) (0)
On distribution free Skorokhod–Malliavin calculus (2015) (0)
On unbiased stochastic Navier–Stokes equations (2011) (0)
Ito’s Partial Differenital Equations and Diffusion Processes (1990) (0)
Filtering, Interpolation and Extrapolation of Diffusion Processes (1990) (0)
Numerical solutions of stochastic PDEs driven by arbitrary type of noise (2018) (0)
Nonlinear filtering for systems with actively changing parameters: algorithms and their performance analysis in application to target tracking (2000) (0)
Workshop/School on Stochastic Partial Differential Equations: Theory and Applications. (1996) (0)
Workshop/School on Stochastic Partial Equations: Theory and Applications. (1996) (0)
Mathematical Challengesin Global Positioning Systems ( GPS ) August 16-18 , 2000 (2000) (0)
Filtering volatility from data observed at random time intervals(The 7th Workshop on Stochastic Numerics) (2005) (0)
Optimal Stopping of Markov Sequences (1978) (0)
Hypoellipticity of Itô’s Second Order Parabolic Equations (1990) (0)
Random Processes: Markov Times (1978) (0)
Lectures on topics in stochastic differential equations (1986) (0)
Nonlinear Filtering: Analysis and Numerical Methods (2001) (0)
Optimal observations of stationary turbulence with Lagrangian drifters (1994) (0)
A Characterization of the Asymptotic Behaviour of MaximumLikelihood Estimators in Stochastic Evolution (1997) (0)
Ito’s Second Order Parabolic Equations (1990) (0)
Examples and Auxiliary Results (1990) (0)

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What Schools Are Affiliated With Boris Rozovsky?

Boris Rozovsky is affiliated with the following schools:

Boris Rozovsky's Academic­Influence.com Rankings