Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifol

Stochastic Partial Differential Equations analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. I

The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasi

The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations and stochastic flow of diffeomorphisms, and t

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.