Robert Dalang, Davar Khoshnevisan, Carl Mueller, David Nualart, Yimin Xiao, Davar Khoshnevisan, Firas Rassoul-Agha
This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic PDEs.
This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts wh...
The general area of stochastic PDEs is interesting to mathematicians because it contains an enormous number of challenging open problems. There is also a great deal of interest in this topic because it has deep applications in disciplines that range from applied mathematics, statistical mechanics, and theoretical physics, to theoretical neuroscience, theory of complex chemical reactions including polymer science], fluid dynamics, and mathematical finance. The stochastic PDEs that are studied in this book are similar to the familiar PDE for heat in a thin rod, but with the additional...
The general area of stochastic PDEs is interesting to mathematicians because it contains an enormous number of challenging open problems. There is als...
