This IMA Volume in Mathematics and its Applications PROBABILITY AND PARTIAL DIFFERENTIAL EQUATIONS IN MODERN APPLIED MATHEMATICS contains a selection of articles presented at 2003 IMA Summer Program with the same title. We would like to thank Jinqiao Duan (Department of Applied Mathe matics, Illinois Institute of Technology) and Edward C. Waymire (Depart ment of Mathematics, Oregon State University) for their excellent work as organizers of the two-weeksummer workshop and for editing the volume. We also take this opportunity to thank the National Science Founda tion for their support of the...

This volume is devoted to the role of probabilistic methods in modern applied mathematics from the perspectives of both a tool for analysis and as a tool in modeling. It will be useful to researchers and graduate students interested in dynamical systems approaches, and probabilistic methods.

A very broad coverage of the most applicable aspects of stochastic processes.

This volume presents some of the most influential papers published by Rabi N. Bhattacharya, along with commentaries from international experts, demonstrating his knowledge, insight, and influence in the field of probability and its applications. For more than three decades, Bhattacharya has made significant contributions in areas ranging from theoretical statistics via analytical probability theory, Markov processes, and random dynamics to applied topics in statistics, economics, and geophysics. Selected reprints of Bhattacharya's papers are divided into three sections: Modes of...