Skip to main content
SpringerLink
Log in
Book cover

A Minicourse on Stochastic Partial Differential Equations

  • Book
  • © 2009

Overview

Authors:
  1. Robert Dalang

    1. Institut de Mathématiques, Ecole Polytechnique Fédérale de Lausanne, Lausanne, Switzerland

    View author publications

    You can also search for this author in PubMed   Google Scholar

  2. Davar Khoshnevisan

    1. Department of Mathematics, University of Utah, Salt Lake City, USA

    View author publications

    You can also search for this author in PubMed   Google Scholar

  3. Carl Mueller

    1. Department of Mathematics, University of Rochester, Rochester, USA

    View author publications

    You can also search for this author in PubMed   Google Scholar

  4. David Nualart

    1. Department of Mathematics, University of Kansas, Lawrence, USA

    View author publications

    You can also search for this author in PubMed   Google Scholar

  5. Yimin Xiao

    1. Department of Statistics and Probability, Michigan State University, East Lansing, USA

    View author publications

    You can also search for this author in PubMed   Google Scholar

Editors:
  1. Davar Khoshnevisan
    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Firas Rassoul-Agha
    View editor publications

    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1962)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 34.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 44.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (5 chapters)

  1. Front Matter

    Pages I-XI
    Download chapter PDF

  2. A Primer on Stochastic Partial Differential Equations

    • Davar Khoshnevisan
    Pages 1-38

  3. The Stochastic Wave Equation

    • Robert C. Dalang
    Pages 39-71

  4. Application of Malliavin Calculus to Stochastic Partial Differential Equations

    • David Nualart
    Pages 73-109

  5. Some Tools and Results for Parabolic Stochastic Partial Differential Equations

    • Carl Mueller
    Pages 111-144

  6. Sample Path Properties of Anisotropic Gaussian Random Fields

    • Yimin Xiao
    Pages 145-212

  7. Back Matter

    Pages 213-222
    Download chapter PDF
Back to top

Keywords

About this book

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.

Authors and Affiliations

  • Institut de Mathématiques, Ecole Polytechnique Fédérale de Lausanne, Lausanne, Switzerland

    Robert Dalang

  • Department of Mathematics, University of Utah, Salt Lake City, USA

    Davar Khoshnevisan

  • Department of Mathematics, University of Rochester, Rochester, USA

    Carl Mueller

  • Department of Mathematics, University of Kansas, Lawrence, USA

    David Nualart

  • Department of Statistics and Probability, Michigan State University, East Lansing, USA

    Yimin Xiao

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation