Stochastic Partial Differential Equations: Analysis and Computations publishes the highest quality articles, presenting significant new developments in the theory and applications at the crossroads of stochastic analysis, partial differential equations and scientific computing. Among the primary intersections are the disciplines of statistical physics, fluid dynamics, financial modeling, nonlinear filtering, super-processes, continuum physics and, recently, uncertainty quantification. The journal promotes synergetic activities between and among SPDE theory, applications, and related large scale computations.

• Fosters synergetic activities among SPDE theory, applications and related large scale computations
• Reports on significant new developments in the theory and applications of SPDEs
• Covers stochastic processes, partial differential equations and scientific computing
• Intersects with statistical physics, fluid dynamics, financial modeling, nonlinear filtering, super-processes, continuum physics and other disciplines