03670nam 2200661za 450 99646650820331620211129114242.03-540-85994-210.1007/978-3-540-85994-9(CKB)1000000000546296(SSID)ssj0000318948(PQKBManifestationID)11265710(PQKBTitleCode)TC0000318948(PQKBWorkID)10337283(PQKB)10132563(DE-He213)978-3-540-85994-9(MiAaPQ)EBC3063547(PPN)131119494(EXLCZ)99100000000054629620100301d2009 uy 0engurnn#---mamaaA minicourse on stochastic partial differential equations[electronic resource] /Robert Dalang, Davar Khoshnevisan, Carl Mueller, David Nualart, Yimin Xiao ; edited by Davar Khoshnevisan, Firas Rassoul-Agha1st ed. 2009.Berlin Springer20091 online resource (xi, 216 p.)Lecture notes in mathematics ;19623-540-85993-4 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 differential equationsStochastic partial differential equationsIntegral equationsDistribution (Probability theory)Probability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Partial Differential Equationshttps://scigraph.springernature.com/ontologies/product-market-codes/M12155Integral Equationshttps://scigraph.springernature.com/ontologies/product-market-codes/M12090Electronic books/Stochastic differential equations.Stochastic partial differential equations.Integral equations.Distribution (Probability theory)Probability Theory and Stochastic Processes.Partial Differential Equations.Integral Equations.519.2Dalang Robert C.1961-602758Khoshnevisan Davar318960Mueller Carl1055515Nualart David1951-55692Xiao Yimin1055516Rassoul-Agha Firas1055517BOOK996466508203316A minicourse on stochastic partial differential equations2489006UNISA