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A Minicourse on Stochastic Partial Differential Equations / by Robert Dalang, Davar Khoshnevisan, Carl Mueller, David Nualart, Yimin Xiao ; edited by Davar Khoshnevisan, Firas Rassoul-Agha.
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View onlineMath/Physics/Astronomy Library QA3 .L28 v.1-999 470,523,830,849:2nd ed. v.1000-1722,1762,1781,1799-2099,2100-2218 2219-2223-2258,2260-2271,2273-2274-2277,2279-2281,2283-2289,2291,2293-2294,2296,2298-2299,2300-2311,2313-2379,2380-2384 2385-2389,2392
Mixed Availability
LIBRA QA3 .L28 Scattered vols.
Mixed Availability
- Format:
- Book
- Author/Creator:
- Dalang, Robert, author.
- Khoshnevisan, Davar, author.
- Mueller, Carl, author.
- Nualart, David, 1951- author.
- Xiao, Yimin, author.
- Series:
- Lecture Notes in Mathematics, 0075-8434 ; 1962.
- Lecture Notes in Mathematics, 0075-8434 ; 1962
- Language:
- English
- Subjects (All):
- Distribution (Probability theory).
- Differential equations, Partial.
- Integral equations.
- Probability Theory and Stochastic Processes.
- Partial Differential Equations.
- Integral Equations.
- Local Subjects:
- Probability Theory and Stochastic Processes.
- Partial Differential Equations.
- Integral Equations.
- Physical Description:
- 1 online resource (XI, 222 pages).
- Contained In:
- Springer eBooks
- Place of Publication:
- Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
- System Details:
- text file PDF
- Summary:
- 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.
- Contents:
- 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.
- Other Format:
- Printed edition:
- ISBN:
- 9783540859949
- Access Restriction:
- Restricted for use by site license.
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