# Stochastic Partial Differential Equations

Created: | 2010-01-07 08:36 |
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Institution: | Isaac Newton Institute for Mathematical Sciences |

Editors' group: | SMS Editors group for the Newton Institute |

Description: | Stochastic Partial Differential Equations are used to model many physical systems subjected to the influence of internal, external or environmental noise. They also arise when considering deterministic models from random initial conditions, or as tractable approximations to complex deterministic systems. In many cases the presence of noise leads to new phenomena with many recent examples in the physical sciences, biology and financial modelling.
www.newton.ac.uk/programmes/SPD/ |

# Media items

This collection contains 168 media items.

### Media items

#### A backward particle interpretation of Feynman-Kac formulae with applications to filtering and smoothing problems

599 views

Del Moral, P (Bordeaux)

Tuesday 15 June 2010, 09:00-09:50

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Wed 16 Jun 2010

#### A change of variable formula with It\^o correction term

202 views

Swanson, J (Central Florida)

Monday 24 May 2010, 11:30-12:30

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Thu 27 May 2010

#### A class of stochastic partial differential equations driven by a fractional noise

424 views

Sanz-Sole, M (Barcelona)

Thursday 13 May 2010, 14:00-15:00

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Wed 19 May 2010

#### A large deviation principle for stochastic waves

409 views

Sanz Sole, M (Barcelona)

Wednesday 06 January 2010, 11:30-12:30

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Mon 11 Jan 2010

#### A stochastic Burgers equation: Bringing together chaos expansion, embedding theorems, and Catalan numbers

552 views

Lototsky, S (Southern California)

Wednesday 06 January 2010, 14:00-15:00

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Mon 11 Jan 2010

#### Accelerated numerical schemes for deterministic and stochastic partial differential equations

347 views

Gyongy, I (Edinburgh)

Monday 28 June 2010, 10.00-10.50

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Fri 2 Jul 2010

#### Accelerated numerical schemes for stochastic partial differential equations

70 views

Gyongy, I (University of Edinburgh)

Monday 10 September 2012, 11:10-12:00

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Sat 15 Sep 2012

#### An entropic functional on families of random variables from theoretical biology

286 views

Zambotti, L (Paris VI)

Thursday 18 February 2010, 10:15-11:15

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Mon 8 Mar 2010

#### An SPDE with the laws of Levy processes as its invariant measures

2,313 views

Xie, B (Shinshu)

Friday 18 June 2010, 14:00-15:00

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Thu 24 Jun 2010

#### Analysis of a model for amorphous surface growth

189 views

Romito, M (Firenze)

Wednesday 31 March 2010, 16:30-17:30

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Tue 6 Apr 2010

#### Application of Stein's lemma and Malliavin calculus to the densities and fluctuation exponents of stochastic heat...

4,317 views

Viens, F (Purdue)

Wednesday 06 January 2010, 15:30-16:30

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Mon 11 Jan 2010

#### Approximation of quasi-potentials and exit problems for multidimensional RDE's with noise

1,066 views

Cerrai, S (Maryland)

Tuesday 05 January 2010, 14:00-15:00

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Fri 8 Jan 2010

#### Asymptotic results for a class of stochastic RDEs with fast transport term and noise acting on the boundary

271 views

Cerrai, S (Maryland)

Tuesday 29 June 2010, 09.20-10.10

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Mon 5 Jul 2010

#### Attractors for SPDE driven by an FBM and nontrival multiplicative noise

38 views

Schmalfuß, B (Friedrich-Schiller-Universität Jena)

Wednesday 12 September 2012, 16:50-17:30

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Tue 18 Sep 2012

#### Brascamp-Lieb inequality and Wiener integrals for centred Bessel processes

216 views

Funaki, T (Tokyo)

Tuesday 23 February 2010, 11:00-12:00

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Mon 8 Mar 2010

#### Burgers Equation with Affine Noise: Stability and Dynamics

670 views

Mohammed, S (Southern Illinois)

Friday 08 January 2010, 15:30-16:30

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Tue 12 Jan 2010

#### BV functions in a Gelfand triple and the stochastic reflection problem on a convex set

61 views

Zhu, X

Thursday 13 September 2012, 14:40-15:10

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Wed 19 Sep 2012

#### Central limit theorems for additive functionals of stable processes

211 views

Peszat, S (Polish Academy of Sciences)

Thursday 04 February 2010, 11:30-12:30

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Tue 9 Feb 2010

#### Characterization of the support in Hölder norm of a wave equation in dimension three

34 views

Sanz-Solé, M (Universitat de Barcelona)

Thursday 13 September 2012, 16:50-17:30

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Wed 19 Sep 2012

#### Completeness and semiflows for stochastic differential equations with monotone drift

50 views

Scheutzow, M (Technische Universität Berlin)

Thursday 13 September 2012, 16:00-16:50

**Collection**:
Stochastic Partial Differential Equations

**Institution**:
Isaac Newton Institute for Mathematical Sciences

**Created**:
Wed 19 Sep 2012