University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Stochastic partial differential equations and their applications

Stochastic partial differential equations and their applications

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Mustapha Amrani.

Stochastic Partial Differential Equations (SPDEs)

SPD Es is a relatively new subject in probability theory. It originated from filtering theory of random processes and the theory of random processes and the theory of measure-valued processes, which are also called superdiffusions. We present various relations of the theory of SPD Es to other areas of probability theory and the theory of partial differential equations. In particular, the law of square root for the Wiener process and the regularity of boundary points for random domains will be discussed. A quick introduction to Brownian motion and stochastic partial differential equations will be given.

This talk is part of the Isaac Newton Institute Seminar Series series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2019 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity