01344aam a2200193 4500008004500000020001800045082001600063100002400079245005800103260004500161300001700206440004600223504024100269520050600510650004601016650001601062650003401078650003801112170510b2014 xxu||||| |||| 00| 0 eng d a9781470437251 a519.2bK4A6 aKhoshnevisan, Davar aAnalysis of stochastic partial differential equations bAmerican Mathematical Societyc2014aUSA aviii, 117 p. aRegional conference series in mathematics aTable of Contents:
1.Prelude
2.Wiener integrals
3.A linear heat equation
4.Walsh-Dalang integrals
5.A non-linear heat equation
6.Intermezzo: A parabolic Anderson model
7.Intermittency
8.Intermittency fronts
9.Correlation length
a The general area of stochastic PDEs is interesting to mathematicians because it contains an enormous number of challenging open problems. There is also a great deal of interest in this topic because it has deep applications in disciplines that range from applied mathematics, statistical mechanics, and theoretical physics, to theoretical neuroscience, theory of complex chemical reactions [including polymer science], fluid dynamics, and mathematical finance.
http://bookstore.ams.org/cbms-119
aStochastic partial differential equations aMathematics aGlobal analysis - Mathematics aDistribution - Probability theory