Lecture Notes in Mathematics

Dalang, Robert; Khoshnevisan, Davar; Khoshnevisan, Davar; Rassoul-Agha, Firas; Mueller, Carl; Nualart, David; Xiao, Yimin

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.

Details

Published by: Springer

Publication Date: 2008-10-21

Format: Paperback

ISBN-13: 9783540859932

DOI: 10.1007/978-3-540-85994-9

Dimensions: 235cm x155cm

Pages: 222