A Minicourse on Stochastic Partial Differential Equations

  • Robert Dalang
  • Davar Khoshnevisan
  • Carl Mueller
  • David Nualart
  • Yimin Xiao
  • Editors
  • Davar Khoshnevisan
  • Firas Rassoul-Agha

Part of the Lecture Notes in Mathematics book series (LNM, volume 1962)

Table of contents

About this book

Introduction

In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differential equations. The goal of this minicourse was to introduce graduate students and recent Ph.D.s to various modern topics in stochastic PDEs, and to bring together several experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic partial differential equations. This monograph contains an up-to-date compilation of many of those lectures. Particular emphasis is paid to showcasing central ideas and displaying some of the many deep connections between the mentioned disciplines, all the time keeping a realistic pace for the student of the subject.

Keywords

Geometric measure theory and fractals Interacting particle systems Malliavin calculus Stochastic analysis Stochastic partial differential equations interacting particle system measure theory partial differential equation wave equation

Authors and affiliations

  • Robert Dalang
    • 1
  • Davar Khoshnevisan
    • 2
  • Carl Mueller
    • 3
  • David Nualart
    • 4
  • Yimin Xiao
    • 5
  1. 1.Institut de MathématiquesEcole Polytechnique Fédérale de LausanneLausanneSwitzerland
  2. 2.Department of MathematicsUniversity of UtahSalt Lake CityUSA
  3. 3.Department of MathematicsUniversity of RochesterRochesterUSA
  4. 4.Department of MathematicsUniversity of KansasLawrenceUSA
  5. 5.Department of Statistics and ProbabilityMichigan State UniversityEast LansingUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-540-85994-9
  • Copyright Information Springer Berlin Heidelberg 2009
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-540-85993-2
  • Online ISBN 978-3-540-85994-9
  • Series Print ISSN 0075-8434
  • About this book
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