ENGLISH

A Minicourse on Stochastic Partial Differential Equations

By Robert Dalang , Davar Khoshnevisan , David Nualart , Carl Mueller , Yimin Xiao (auth.) , Firas Rassoul-Agha (eds.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2009
ISBN
3540859934, 9783540859932
DOI
10.1007/978-3-540-85994-9
LCC
QA274.25 .M56 2009
Open Library ID
OL23654290M
Language
english
Format
PDF
Filesize
2 MB (2236940 bytes)
Series
Lecture Notes in Mathematics 1962
Edition
1
Pages
222\230
Scanned
no
Time added
2010-10-13 10:14:08
Probability Theory and Stochastic Processes; Parti

Description

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.

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