A Minicourse on Stochastic Partial Differential Equations (Lecture Notes in Mathematics): LNM 1962 - Brossura

Dalang, Robert

Brossura

ISBN 10: 3540859934 ISBN 13: 9783540859932

Casa editrice: Springer, 2008

Riassunto

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.

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Contenuti

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

Product Description

Book by Dalang Robert Khoshnevisan Davar Mueller Carl Nual

Dettagli dell?edizione

• Editore: Springer
• Data di pubblicazione: 2008
• ISBN 10: 3540859934
• ISBN 13: 9783540859932
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 236