Authors:
Editors:
- Presents advanced techniques for the KPZ equation and a wide bibliography on singular SPDEs
- IIncludes novel results for dispersive equations made possible by randomizing initial conditions
- Offers a unique exposition of the theory of fully nonlinear SPDEs
Part of the book series: Lecture Notes in Mathematics (LNM, volume 2253)
Part of the book sub series: C.I.M.E. Foundation Subseries (LNMCIME)
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Table of contents (4 chapters)
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Front Matter
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Back Matter
About this book
Written by leading experts in an emerging field, this book offers a unique view of the theory of stochastic partial differential equations, with lectures on the stationary KPZ equation, fully nonlinear SPDEs, and random data wave equations. This subject has recently attracted a great deal of attention, partly as a consequence of Martin Hairer's contributions and in particular his creation of a theory of regularity structures for SPDEs, for which he was awarded the Fields Medal in 2014.
The text comprises three lectures covering: the theory of stochastic Hamilton–Jacobi equations, one of the most intriguing and rich new chapters of this subject; singular SPDEs, which are at the cutting edge of innovation in the field following the breakthroughs of regularity structures and related theories, with the KPZ equation as a central example; and the study of dispersive equations with random initial conditions, which gives new insights into classical problems and at the same timeprovides a surprising parallel to the theory of singular SPDEs, viewed from many different perspectives.These notes are aimed at graduate students and researchers who want to familiarize themselves with this new field, which lies at the interface between analysis and probability.
Authors, Editors and Affiliations
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Faculty of Sciences, Scuola Normale Superiore, Pisa, Italy
Franco Flandoli
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Hausdorff Center for Mathematics, University of Bonn, Bonn, Germany
Massimiliano Gubinelli, Massimiliano Gubinelli
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Department of Mathematics, Imperial College London, London, UK
Martin Hairer
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Department of Mathematics, University of Chicago, Chicago, USA
Panagiotis E. Souganidis
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Department of Mathematics, Universite de Cergy-Pontoise, Cergy-Pontoise Cedex, France
Nikolay Tzvetkov
Bibliographic Information
Book Title: Singular Random Dynamics
Book Subtitle: Cetraro, Italy 2016
Authors: Massimiliano Gubinelli, Panagiotis E. Souganidis, Nikolay Tzvetkov
Editors: Franco Flandoli, Massimiliano Gubinelli, Martin Hairer
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/978-3-030-29545-5
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Nature Switzerland AG 2019
Softcover ISBN: 978-3-030-29544-8Published: 13 November 2019
eBook ISBN: 978-3-030-29545-5Published: 12 November 2019
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: IX, 316
Number of Illustrations: 2 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Partial Differential Equations, Dynamical Systems and Ergodic Theory