02979nam 2200589 a 450 991048315310332120200520144314.09783540859949354085994210.1007/978-3-540-85994-9(CKB)1000000000546296(SSID)ssj0000318948(PQKBManifestationID)11265710(PQKBTitleCode)TC0000318948(PQKBWorkID)10337283(PQKB)10132563(DE-He213)978-3-540-85994-9(MiAaPQ)EBC3063547(PPN)131119494(EXLCZ)99100000000054629620090223d2009 uy 0engurnn#---mamaatxtrdacontentcrdamediacrrdacarrierA minicourse on stochastic partial differential equations /Robert Dalang ... [et al.] ; editors, Davar Khoshnevisan, Firas Rassoul-Agha1st ed. 2009.Berlin Springer20091 online resource (xi, 216 p.)Lecture notes in mathematics,0075-8434 ;19629783540859932 3540859934 Includes bibliographical references and index.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 -- List of Participants -- Index.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.Lecture notes in mathematics (Springer-Verlag) ;1962.Stochastic partial differential equationsStochastic differential equationsStochastic partial differential equations.Stochastic differential equations.519.2Dalang Robert C.1961-602758Khoshnevisan Davar318960Rassoul-Agha Firas1055517MiAaPQMiAaPQMiAaPQBOOK9910483153103321A minicourse on stochastic partial differential equations4186776UNINA