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Stochastic Analysis and Partial Differential Equations
Edited by: Gui-Qiang Chen, Elton Hsu, and Mark Pinsky, Northwestern University, Evanston, IL
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Contemporary Mathematics
2007; 278 pp; softcover
Volume: 429
ISBN-10: 0-8218-4059-2
ISBN-13: 978-0-8218-4059-7
List Price: US$81
Member Price: US$64.80
Order Code: CONM/429
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This book is a collection of original research papers and expository articles from the scientific program of the 2004-05 Emphasis Year on Stochastic Analysis and Partial Differential Equations at Northwestern University. Many well-known mathematicians attended the events and submitted their contributions for this volume.

Topics from stochastic analysis discussed in this volume include stochastic analysis of turbulence, Markov processes, microscopic lattice dynamics, microscopic interacting particle systems, and stochastic analysis on manifolds. Topics from partial differential equations include kinetic equations, hyperbolic conservation laws, Navier-Stokes equations, and Hamilton-Jacobi equations. A variety of methods, such as numerical analysis, homogenization, measure-theoretical analysis, entropy analysis, weak convergence analysis, Fourier analysis, and Itô's calculus, are further developed and applied. All these topics are naturally interrelated and represent a cross-section of the most significant recent advances and current trends and directions in stochastic analysis and partial differential equations.

This volume is suitable for researchers and graduate students interested in stochastic analysis, partial differential equations, and related analysis and applications.

Readership

Graduate students and research mathematicians interested in stochastic analysis and partical differential equations.

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