Ph.D., Moscow State (Lomonosov) University, 1972.
The central interests of Professor Rozovsky 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, his 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 he is most interested.
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
Doctor of Physical and Mathematical Sciences, Vilnius State University, 1984
Institute of Mathematical Statistics, Fellow, 1997
International Academy of Natural and Social Sciences, Peter-the-Great Medal, 1997
Kolmogorov Centennial Conference, Kolmogorov Medal, 2003
Ford Foundation Professor of Applied Mathematics, Brown University, 2009