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A Minicourse on Stochastic Partial Differential Equations de Robert Dalang

A Minicourse on Stochastic Partial Differential Equations: Lecture Notes in Mathematics, cartea 1962

Autor Robert Dalang, Davar Khoshnevisan, Carl Mueller, David Nualart, Yimin Xiao Editat de Firas Rassoul-Agha
en Limba Engleză Paperback – 21 oct 2008
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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Specificații

ISBN-13: 9783540859932
ISBN-10: 3540859934
Pagini: 236
Ilustrații: XI, 222 p.
Dimensiuni: 155 x 235 x 13 mm
Greutate: 0.37 kg
Ediția:2009
Editura: Springer
Colecția Lecture Notes in Mathematics
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

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.

Textul de pe ultima copertă

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.

Caracteristici

Includes supplementary material: sn.pub/extras