A Minicourse on Stochastic Partial Differential Equations

by Robert Dalang, Davar Khoshnevisan (Editor), Davar Khoshnevisan, Firas Rassoul-Agha (Editor), Carl Mueller

Overview

In May 2006, The University of Utah hosted an NSF-funded minicourse on shastic partial differential equations. The goal of this minicourse was to introduce graduate students and recent Ph.D.s to various modern topics in shastic PDEs, and to bring together several experts whose research is centered on the interface between Gaussian analysis, shastic analysis, and shastic 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.

Product Details

ISBN-13:	9783540859932
Publisher:	Springer Berlin Heidelberg
Publication date:	11/21/2008
Series:	Lecture Notes in Mathematics , #1962
Edition description:	2009
Pages:	222
Product dimensions:	6.10(w) x 9.30(h) x 0.60(d)

Table of Contents

A Primer on Shastic Partial Differential Equations.- The Shastic Wave Equation.- Application of Malliavin Calculus to Shastic Partial Differential Equations.- Some Tools and Results for Parabolic Shastic Partial Differential Equations.- Sample Path Properties of Anisotropic Gaussian Random Fields.