Boris L. Rozovsky, well-known for his work on stochastic partial differential equations, passed away on April 25, 2025, at the age of 79. Boris was born in Odessa on June 8, 1945. He received a PhD from Moscow State University in 1972 and a Doctor of Science (Habilitation) degree from Vilnius University in 1984. He was elected fellow of the Institute of Mathematical Statistics in 1997. His academic career spans six decades and three major academic hubs on two different continents: Moscow, Russia (1965–87), Los Angeles, CA (1990–2006), and Providence, RI (2006–25).
Boris started his studies at the Odessa State University, but, within a year, received a special invitation to transfer to the Faculty of Mechanics and Mathematics (the famous MechMat) at the Moscow State University, where he immediately found himself at the center of the Soviet (and probably, the world) mathematics. The students at MechMat engage in serious research early on, and graduate with an analog of the master of science degree. Boris obtained some new results related to change detection in a Poisson process. The results were praised by A.N. Kolmogorov; for a young mathematician at that time, such praise was among the highest possible recognitions. A higher recognition came later: in 2003, Boris was one of the plenary speakers at the conference Kolmogorov and Contemporary Mathematics, and received a special medal commemorating Kolmogorov’s 100th birthday.
Boris’s PhD dissertation, “On Stochastic Equations Arising in Filtering of Markov Processes,” supervised by A. N. Shiryaev and published in 1972, started modern theory of stochastic partial differential equations (SPDEs). Further work on the subject, both independently and with N.V. Krylov, lead to a complete Hilbert space theory for linear equations and several key results for nonlinear equations, culminating in a research monograph Stochastic Evolution Systems (1983 in Russian; expanded English translation in 1990). The second edition of the English translation, with major corrections and further expansions, appeared in 2018.
Upon receiving his PhD, Boris became a junior researcher at the Moscow Institute of Advanced Studies for Engineers and Managers in Chemical Industry (MIASCME). The place had a strong statistics group, which Boris joined and quickly grew through the ranks, eventually becoming Head of the Laboratory of Informatics. Becoming the Director of the newly established Center for Applied Mathematical Sciences (CAMS) at the University of Southern California (USC), was a natural next step, after Boris, together with his family, emigrated to the United States in 1988 and spent two years at the University of North Carolina, Charlotte. Under his leadership (1990–2006), CAMS became the true center of Applied Mathematics at USC, with regular events and distinguished visitors. Boris always made sure that long math discussions were followed by a hike in the San Gabriel mountains, a trip to the beach, or a dinner at his Pasadena home. With all that, he was very active in research, developing two new directions in the study of SPDEs: statistical inference via separation of time and space variables and numerical analysis via Wiener Chaos expansions and Wick–Malliavin approximations. After moving to the Division of Applied Mathematics at Brown in 2006, Boris promoted interactions between the parts of the department focused on numerical approximation, stochastic processes, and statistical methods. He worked on various problems related to computational fluid dynamics, finance, network security, and target recognition and tracking. He was appointed Ford Foundation Professor of Applied Mathematics in 2009, and became Ford Foundation Professor emeritus in 2018.
Boris was an effective and caring mentor, always generous with his time; this applied to the two dozen PhD students and postdocs he officially supervised throughout his career, and also to many other junior mathematicians who interacted with him.
Boris had serious and diverse interests outside mathematics. He was an avid lover of dogs; in fact, the first dog, Airedale Terrier named Holly, took the long trip from Moscow from Charlotte with the rest of the family. He was an expert art collector, with beautiful original masterpieces displayed both in his office and at home. He often used his artistic skills in class when explaining the other meaning of the word martingale. He had a deep appreciation of music, from violin concertos of Mozart to the Soviet bard Bulat Okudjawa. He enjoyed skiing and had working knowledge of various ski resorts all over the globe.
Family was always his top priority. He was a beloved father to Julie, and grandfather to her children. He is survived by his loving wife of 55 years, Irina.
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Written by Sergey Lototsky, University of Southern California, and Kavita Ramanan, Brown University