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  • © 2009

A Minicourse on Stochastic Partial Differential Equations

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

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Table of contents (5 chapters)

  1. Front Matter

    Pages I-XI
  2. The Stochastic Wave Equation

    • Robert C. Dalang
    Pages 39-71
  3. Back Matter

    Pages 213-222

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.

Keywords

  • Geometric measure theory and fractals
  • Interacting particle systems
  • Malliavin calculus
  • Stochastic analysis
  • Stochastic partial differential equations
  • interacting particle system
  • measure theory
  • partial differential equation
  • wave equation
  • partial differential equations

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

  • Book Title: A Minicourse on Stochastic Partial Differential Equations

  • Authors: Robert Dalang, Davar Khoshnevisan, Carl Mueller, David Nualart, Yimin Xiao

  • Editors: Davar Khoshnevisan, Firas Rassoul-Agha

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/978-3-540-85994-9

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)

  • Copyright Information: Springer-Verlag Berlin Heidelberg 2009

  • Softcover ISBN: 978-3-540-85993-2Published: 21 October 2008

  • eBook ISBN: 978-3-540-85994-9Published: 15 October 2008

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: XI, 222

  • Topics: Probability Theory, Differential Equations, Integral Equations

Buying options

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

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions