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

Journal information

Editor-in-Chief
  • Arnaud Debussche
Publishing model
Hybrid. Open Access options available

Journal metrics

116 days
Submission to first decision
213 days
Submission to acceptance
13,269 (2018)
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This journal has 30 open access articles

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About this journal

Electronic ISSN
2194-041X
Print ISSN
2194-0401
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