# Stochastic Partial Differential Equations

Created: | 2010-01-07 08:36 |
---|---|

Institution: | Isaac Newton Institute for Mathematical Sciences |

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

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

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

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

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

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

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

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

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

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

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...

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

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

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

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

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

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

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

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

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

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