A minicourse on stochastic partial differential equations / Robert Dalang [and others] ; editors, Davar Khoshnevisan, Firas Rassoul-Agha.Material type: TextSeries: Lecture notes in mathematics (Springer-Verlag) ; 1962.Publication details: Berlin : Springer, ©2009. Description: 1 online resource (xi, 216 pages)Content type: text Media type: computer Carrier type: online resourceISBN: 9783540859949; 3540859942; 9783540859932; 3540859934Subject(s): Stochastic partial differential equations | Stochastic differential equations | Équations aux dérivées partielles stochastiques | Équations différentielles stochastiques | Stochastic differential equations | Stochastic partial differential equations | Stochastic differential equations | Stochastic partial differential equationsGenre/Form: Electronic books. Additional physical formats: Print version:: Minicourse on stochastic partial differential equations.DDC classification: 519.2 LOC classification: QA274.25 | .M56 2009ebQA3 | .L28 no.1962ebOther classification: O211. 63 Online resources: Click here to access online
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Includes bibliographical references and index.
Print version record.
A Primer on Stochastic Partial Differential Equations -- The Stochastic Wave Equation -- Application of Malliavin Calculus to Stochastic Partial Differential Equations -- Some Tools and Results for Parabolic Stochastic Partial Differential Equations -- Sample Path Properties of Anisotropic Gaussian Random Fields.
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.