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Some Tools and Results for Parabolic Stochastic Partial Differential Equations

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A Minicourse on Stochastic Partial Differential Equations

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

These notes give an informal introduction to parabolic stochastic partial differential equations. We emphasize material coming from particle systems, including duality and the Dawson—Watanabe superprocess. We also deal with large deviations and comparison theorems. Applications include blow-up, hitting theorems, and compact support.

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  1. Carl Mueller
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Correspondence to Carl Mueller .

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Davar Khoshnevisan Firas Rassoul-Agha

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Mueller, C. (2009). Some Tools and Results for Parabolic Stochastic Partial Differential Equations. In: Khoshnevisan, D., Rassoul-Agha, F. (eds) A Minicourse on Stochastic Partial Differential Equations. Lecture Notes in Mathematics, vol 1962. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-85994-9_4

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