Stochastic Partial Differential Equations, Space-Time White Noise and Random Fields

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Éditeur :

Springer

Paru le : 2026-01-27

This open access book provides a comprehensive introduction to the theory of stochastic partial differential equations (SPDEs). The focus is on SPDEs driven by Gaussian space-time white noise. The book covers both linear and nonlinear SPDEs, with Lipschitz and locally Lipschitz coefficients and...
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Éditeur

Collection
n.c

Parution
2026-01-27

Pages
634 pages

EAN papier
9783032016492

Auteur(s) du livre


Robert C. Dalang is Professor at the Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland, specializing in stochastic analysis and stochastic control. His research concerns fundamental properties of linear and nonlinear systems of stochastic partial differential equations, including sample path regularity, geometric properties of sample paths, probabilistic potential theory using Malliavin calculus, and long-time asymptotic properties. His publication record includes articles in the Annals of Probability, Probability Theory and Related Fields, Transactions of the AMS, Acta Mathematica, two Memoirs of the AMS and a monograph on sequential stochastic optimization. In 2019, he was elected Fellow of the Institute of Mathematical Statistics (USA). Marta Sanz-Solé is Professor Emeritus at the University of Barcelona specializing in stochastic analysis, in particular in stochastic partial differential equations (SPDEs). Her research papers address a range of topics spanning from analysis on the Wiener space and Malliavin calculus to large deviations, support theorems, sample path properties and numerical approximations. Her publication record includes articles in the Annals of Probability, Probability Theory and Related Fields, Journal of Functional Analysis, Annals of the Institut Henri Poincaré among others, two Memoirs of the AMS and a monograph on Malliavin calculus.   Sanz-Solé is member of the Institute of Catalan Studies and of the Royal Academy of Sciences and Arts of Barcelona, Academia Europaea and the European Academy of Sciences. In 1998 she was awarded the Narcís Monturiol Medal of Scientific and Technological Excellence by the Catalan Government. In 2011, she was elected Fellow of the Institute of Mathematical Statistics (USA), and in 2017 she was the recipient of the Medal of the Royal Spanish Mathematical Society.

Caractéristiques détaillées - droits

EAN PDF
9783032016508
Prix
0,00 €
Nombre pages copiables
6
Nombre pages imprimables
63
Taille du fichier
19517 Ko
EAN EPUB
9783032016508
Prix
0,00 €
Nombre pages copiables
6
Nombre pages imprimables
63
Taille du fichier
52623 Ko

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