A Minicourse on Stochastic Partial Differential Equations

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.

• Geometric measure theory and fractals
• Interacting particle systems
• Malliavin calculus
• Stochastic analysis
• Stochastic partial differential equations
• interacting particle system
• measure theory
• partial differential equation
• wave equation
• partial differential equations

• Institut de Mathématiques, Ecole Polytechnique Fédérale de Lausanne, Lausanne, Switzerland

  Robert Dalang

• Department of Mathematics, University of Utah, Salt Lake City, USA

  Davar Khoshnevisan

• Department of Mathematics, University of Rochester, Rochester, USA

  Carl Mueller

• Department of Mathematics, University of Kansas, Lawrence, USA

  David Nualart

• Department of Statistics and Probability, Michigan State University, East Lansing, USA

  Yimin Xiao

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