Analysis of stochastic partial differential equations

Analysis of stochastic partial differential equations

by Khoshnevisan, Davar

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Title Statements

  • Full title :Analysis of stochastic partial differential equations / Davar Khoshnevisan.

Edition Statements

  • Publication Date:©2014

Publication Statements

Notes

"Supported by the National Science Foundation."

"NSF-CBMS regional conference in the mathematical sciences ... held at Michigan State University, East Lansing, Michigan, August 19-23, 2013"--Title page verso.

The Physical Object

  • Description:viii, 116 pages : : illustrations ; : 26 cm.

Edition Identifiers

  • ISBN:9781470415471, 147041547X
  • oclc:ocn870439183
  • LC Classification:QA274.25
  • Dewey Decimal:519.2/2

Table of Contents

Prelude -- Wiener integrals -- A linear heat equation -- Walsh-Damang integrals -- A non-linear heat equation -- Intermezzo: A parabolic Anderson model -- Intermittency -- Intermittency fronts -- Intermittency islands -- Correlation length -- Appendix A: Some special integrals -- Appendix B: A Burkholder-Davis-Gundy inequality -- Appendix C: Reguarity theory.

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Subjects

Conference papers and proceedings Équations aux dérivées partielles stoch… Partial differential equations -- Misce… Probability theory and stochastic proce… Stochastic partial differential equatio… Stochastic partial differential equatio…

Writers

Khoshnevisan, Davar

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